+73.0%
XLF vs FTNT
+145.1%
-72.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -2.9% | +1.6% | -4.5% | -3.1% |
| 30D | -1.6% | -1.9% | +0.3% | -1.5% |
| 3M | +9.3% | +14.4% | -5.1% | +7.1% |
| 6M | +14.6% | +88.7% | -74.1% | +4.6% |
| YTD | +4.7% | +100.0% | -95.3% | -5.4% |
| 1Y | +8.6% | +99.9% | -91.2% | -2.0% |
| All | +73.0% | +145.1% | -72.0% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling