+162.8%
FTNT vs XLY
+28.1%
+134.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.5% |
| 7D | -0.1% | -1.7% | +1.6% | +1.2% |
| 30D | -3.0% | -4.2% | +1.2% | +0.2% |
| 3M | +7.6% | -2.7% | +10.3% | +9.4% |
| 6M | +87.0% | -0.6% | +87.6% | +85.2% |
| YTD | +96.5% | -5.0% | +101.6% | +102.0% |
| 1Y | +92.9% | -4.1% | +97.0% | +96.6% |
| 3Y | +139.8% | +33.6% | +106.3% | +79.5% |
| All | +162.8% | +28.1% | +134.7% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling