+181.3%
XLE vs FTNT
+2,069.7%
-1,888.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | +8.5% | -4.3% | +12.8% | +9.1% |
| 3M | +14.6% | +13.6% | +1.0% | +11.4% |
| 6M | +17.6% | +87.6% | -70.0% | +3.3% |
| YTD | +48.1% | +98.0% | -49.9% | +28.5% |
| 1Y | +53.8% | +96.9% | -43.1% | +33.2% |
| 3Y | +56.2% | +145.4% | -89.2% | +25.3% |
| 5Y | +227.7% | +153.0% | +74.7% | +144.6% |
| 10Y | +181.3% | +2,098.3% | -1,917.0% | +28.1% |
| All | +181.3% | +2,069.7% | -1,888.4% | +28.1% |
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