+51.8%
FTNT vs XLRE
+14.1%
+37.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +2.3% |
| 7D | -25.7% | +7.1% | -32.8% | -23.4% |
| 30D | -29.7% | +10.9% | -40.7% | -27.0% |
| 3M | -23.1% | +0.7% | -23.8% | -22.0% |
| 6M | +45.0% | +4.1% | +40.9% | +47.7% |
| YTD | +62.9% | +14.5% | +48.4% | +56.1% |
| 1Y | +51.8% | +14.1% | +37.7% | +46.0% |
| All | +51.8% | +14.1% | +37.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling