+4,108.1%
FTNT vs XYL
+449.8%
+3,658.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.9% |
| 7D | -5.8% | -5.0% | -0.8% | -3.5% |
| 30D | -4.8% | -13.2% | +8.4% | +1.7% |
| 3M | +4.4% | -3.7% | +8.1% | +5.6% |
| 6M | +88.8% | -17.7% | +106.5% | +104.3% |
| YTD | +96.8% | -21.5% | +118.3% | +116.8% |
| 1Y | +104.5% | -24.5% | +129.0% | +129.2% |
| 3Y | +156.8% | +6.9% | +149.8% | +136.0% |
| 5Y | +144.1% | -18.1% | +162.1% | +152.1% |
| 10Y | +2,021.8% | +134.7% | +1,887.1% | +1,138.5% |
| All | +4,108.1% | +449.8% | +3,658.4% | +1,430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling