+752.9%
XLI vs FTNT
+9,162.9%
-8,410.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +1.0% | -2.7% | +3.7% | +1.5% |
| 30D | -5.8% | -1.4% | -4.5% | -5.8% |
| 3M | +0.7% | +10.1% | -9.4% | -1.6% |
| 6M | +3.2% | +88.2% | -85.0% | -9.8% |
| YTD | +13.0% | +98.3% | -85.3% | -2.5% |
| 1Y | +16.8% | +96.0% | -79.2% | +0.8% |
| 3Y | +72.4% | +145.8% | -73.4% | +38.4% |
| 5Y | +82.8% | +154.6% | -71.9% | +39.2% |
| 10Y | +252.4% | +2,063.6% | -1,811.2% | +67.5% |
| All | +752.9% | +9,162.9% | -8,410.1% | +165.7% |
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