+1,756.2%
FTNT vs XLRE
+107.7%
+1,648.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.6% |
| 7D | +1.6% | -2.7% | +4.3% | +3.4% |
| 30D | -1.9% | -2.3% | +0.5% | -0.5% |
| 3M | +14.4% | -3.5% | +17.9% | +16.6% |
| 6M | +88.7% | +1.9% | +86.8% | +84.5% |
| YTD | +100.0% | +8.3% | +91.7% | +87.4% |
| 1Y | +99.9% | +6.4% | +93.5% | +89.4% |
| 3Y | +147.9% | +30.2% | +117.7% | +101.2% |
| 5Y | +155.8% | +8.6% | +147.2% | +137.8% |
| 10Y | +2,121.1% | +87.4% | +2,033.7% | +1,369.6% |
| All | +1,756.2% | +107.7% | +1,648.4% | +964.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling