+43.4%
XLK vs FTNT
+104.9%
-61.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.9% | -5.8% | +6.7% | +2.2% |
| 30D | +0.7% | -4.8% | +5.5% | +1.7% |
| 3M | -2.9% | +4.4% | -7.4% | -4.3% |
| 6M | +34.3% | +88.8% | -54.5% | +15.7% |
| YTD | +30.4% | +96.8% | -66.4% | +10.5% |
| 1Y | +43.4% | +104.5% | -61.1% | +22.2% |
| All | +43.4% | +104.9% | -61.6% | +22.2% |
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