+163.9%
XLE vs FTNT
+1,844.8%
-1,680.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -6.7% | -3.5% | -3.2% | -6.2% |
| 30D | -4.4% | -36.5% | +32.1% | +2.6% |
| 3M | +4.0% | -24.7% | +28.7% | +7.9% |
| 6M | +13.2% | +8.3% | +4.8% | +9.4% |
| YTD | +41.9% | +55.6% | -13.7% | +27.0% |
| 1Y | +41.6% | +50.2% | -8.5% | +27.5% |
| 3Y | +64.0% | +143.2% | -79.2% | +29.3% |
| 5Y | +158.1% | +85.5% | +72.7% | +103.3% |
| 10Y | +163.9% | +1,868.3% | -1,704.4% | +19.7% |
| All | +163.9% | +1,844.8% | -1,680.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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