+52.5%
XLE vs FTNT
+95.9%
-43.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | +12.6% | -1.4% | +14.0% | +12.6% |
| 3M | +11.8% | +10.1% | +1.8% | +11.9% |
| 6M | +16.1% | +88.2% | -72.1% | +17.3% |
| YTD | +46.9% | +98.3% | -51.4% | +49.0% |
| All | +52.5% | +95.9% | -43.3% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling