+9,303.7%
FTNT vs XLP
+391.9%
+8,911.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | -5.8% | -1.0% | -4.8% | -5.1% |
| 30D | -4.8% | -0.9% | -3.9% | -4.3% |
| 3M | +4.4% | +3.8% | +0.6% | +0.2% |
| 6M | +88.8% | -1.7% | +90.5% | +88.4% |
| YTD | +96.8% | +10.3% | +86.6% | +76.3% |
| 1Y | +104.5% | +7.8% | +96.7% | +86.3% |
| 3Y | +156.8% | +27.2% | +129.6% | +96.3% |
| 5Y | +144.1% | +32.5% | +111.5% | +80.9% |
| 10Y | +2,021.8% | +101.8% | +1,920.0% | +935.6% |
| All | +9,303.7% | +391.9% | +8,911.8% | +1,518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling