+532.9%
XLF vs FTNT
+9,162.9%
-8,630.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | +0.2% | -2.7% | +2.9% | +0.7% |
| 30D | -0.5% | -1.4% | +0.8% | -0.5% |
| 3M | +10.6% | +10.1% | +0.6% | +8.0% |
| 6M | +14.3% | +88.2% | -73.9% | -0.5% |
| YTD | +5.5% | +98.3% | -92.8% | -9.3% |
| 1Y | +9.6% | +96.0% | -86.4% | -5.8% |
| 3Y | +75.2% | +145.8% | -70.6% | +39.7% |
| 5Y | +65.5% | +154.6% | -89.1% | +25.1% |
| 10Y | +246.4% | +2,063.6% | -1,817.2% | +61.3% |
| All | +532.9% | +9,162.9% | -8,630.0% | +86.8% |
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