+278.1%
XLE vs FTNT
+9,093.5%
-8,815.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -5.8% | +8.1% | +3.3% |
| 30D | +11.8% | -4.8% | +16.6% | +12.5% |
| 3M | +9.8% | +4.4% | +5.4% | +8.3% |
| 6M | +15.6% | +88.8% | -73.2% | +0.9% |
| YTD | +45.3% | +96.8% | -51.6% | +25.5% |
| 1Y | +48.3% | +104.5% | -56.2% | +26.8% |
| 3Y | +55.4% | +156.8% | -101.3% | +22.9% |
| 5Y | +216.1% | +144.1% | +72.0% | +139.1% |
| 10Y | +178.4% | +2,021.8% | -1,843.4% | +25.3% |
| All | +278.1% | +9,093.5% | -8,815.5% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling