+69.2%
FTNT vs XLP
+40.8%
+28.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.5% |
| 7D | -12.7% | +0.7% | -13.4% | -13.0% |
| 30D | -37.2% | +10.3% | -47.5% | -40.4% |
| 3M | -25.8% | +6.5% | -32.3% | -28.4% |
| 6M | +32.1% | +8.4% | +23.7% | +25.4% |
| YTD | +49.7% | +18.2% | +31.5% | +32.0% |
| 1Y | +47.6% | +22.4% | +25.1% | +26.5% |
| 3Y | +137.2% | +41.9% | +95.3% | +68.8% |
| All | +69.2% | +40.8% | +28.4% | +24.1% |
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