+144.1%
FTNT vs XYL
+15.2%
+128.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | -1.9% | -13.2% | +11.3% | +1.9% |
| 3M | +14.4% | -0.2% | +14.5% | +13.8% |
| 6M | +88.7% | -12.5% | +101.2% | +94.4% |
| YTD | +100.0% | -20.9% | +120.9% | +112.9% |
| 1Y | +99.9% | -21.6% | +121.4% | +113.1% |
| All | +144.1% | +15.2% | +128.9% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling