+158.1%
XLE vs FTNT
+78.7%
+79.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -6.7% | -3.5% | -3.2% | -6.4% |
| 30D | -4.4% | -36.5% | +32.1% | -0.6% |
| 3M | +4.0% | -24.7% | +28.7% | +6.1% |
| 6M | +13.2% | +8.3% | +4.8% | +10.9% |
| YTD | +41.9% | +55.6% | -13.7% | +33.0% |
| 1Y | +41.6% | +50.2% | -8.5% | +33.2% |
| 3Y | +64.0% | +143.2% | -79.2% | +43.8% |
| 5Y | +158.1% | +85.5% | +72.7% | +124.1% |
| All | +158.1% | +78.7% | +79.4% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling