+80.4%
XLI vs FTNT
+153.6%
-73.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.9% |
| 7D | -2.3% | +1.6% | -3.9% | -2.5% |
| 30D | -8.2% | -1.9% | -6.3% | -8.1% |
| 3M | +0.8% | +14.4% | -13.6% | -1.6% |
| 6M | +0.8% | +88.7% | -87.8% | -9.5% |
| YTD | +10.5% | +100.0% | -89.5% | -2.0% |
| 1Y | +14.1% | +99.9% | -85.7% | +1.0% |
| 3Y | +68.6% | +147.9% | -79.3% | +41.3% |
| 5Y | +80.4% | +155.8% | -75.4% | +42.8% |
| All | +80.4% | +153.6% | -73.2% | +42.8% |
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 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