+14.7%
XLF vs FTNT
+49.6%
-34.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.5% |
| 7D | +5.5% | -25.7% | +31.1% | +5.9% |
| 30D | +9.9% | -29.7% | +39.6% | +10.5% |
| 3M | +2.6% | -23.1% | +25.8% | +2.8% |
| 6M | +15.6% | +45.0% | -29.4% | +11.7% |
| YTD | +9.4% | +62.9% | -53.5% | +3.9% |
| 1Y | +14.7% | +51.8% | -37.1% | +9.6% |
| All | +14.7% | +49.6% | -34.9% | +9.6% |
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