+42.5%
FTNT vs XLY
-0.8%
+43.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.8% | -1.5% | -4.2% |
| 7D | -11.9% | +1.2% | -13.2% | -12.1% |
| 30D | -35.9% | +5.3% | -41.2% | -37.0% |
| 3M | -25.4% | -0.6% | -24.7% | -25.0% |
| 6M | +36.2% | +0.1% | +36.2% | +35.6% |
| YTD | +54.3% | -0.9% | +55.1% | +55.7% |
| 1Y | +42.5% | -1.6% | +44.1% | +45.3% |
| All | +42.5% | -0.8% | +43.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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