+162.8%
FTNT vs XLRE
+8.4%
+154.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.3% |
| 7D | -0.1% | -1.2% | +1.0% | +0.6% |
| 30D | -3.0% | -2.4% | -0.6% | -1.5% |
| 3M | +7.6% | -2.5% | +10.1% | +9.0% |
| 6M | +87.0% | +4.0% | +83.0% | +79.4% |
| YTD | +96.5% | +9.3% | +87.3% | +81.0% |
| 1Y | +92.9% | +5.6% | +87.4% | +82.3% |
| 3Y | +139.8% | +31.3% | +108.6% | +84.4% |
| All | +162.8% | +8.4% | +154.4% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling