+148.8%
FTNT vs XLP
+32.7%
+116.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -5.8% | -1.0% | -4.8% | -5.4% |
| 30D | -4.8% | -0.9% | -3.9% | -4.5% |
| 3M | +4.4% | +3.8% | +0.6% | +1.5% |
| 6M | +88.8% | -1.7% | +90.5% | +89.3% |
| YTD | +96.8% | +10.3% | +86.6% | +80.4% |
| 1Y | +104.5% | +7.8% | +96.7% | +90.3% |
| 3Y | +156.8% | +27.2% | +129.6% | +99.1% |
| All | +148.8% | +32.7% | +116.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling