+2,072.5%
FTNT vs XYL
+150.5%
+1,922.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | -3.0% | -11.9% | +9.0% | +2.7% |
| 3M | +7.6% | -1.5% | +9.1% | +7.7% |
| 6M | +87.0% | -11.9% | +98.9% | +95.4% |
| YTD | +96.5% | -20.6% | +117.1% | +114.6% |
| 1Y | +92.9% | -23.5% | +116.5% | +114.3% |
| 3Y | +139.8% | +14.9% | +125.0% | +112.8% |
| 5Y | +151.3% | -15.3% | +166.6% | +152.5% |
| All | +2,072.5% | +150.5% | +1,922.0% | +1,283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling