+2,015.1%
XLK vs FTNT
+9,080.6%
-7,065.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.6% | -3.0% | +2.3% | 0.0% |
| 3M | +2.6% | +7.6% | -5.0% | 0.0% |
| 6M | +34.0% | +87.0% | -53.0% | +11.1% |
| YTD | +30.7% | +96.5% | -65.9% | +6.6% |
| 1Y | +39.2% | +92.9% | -53.7% | +14.0% |
| 3Y | +120.4% | +139.8% | -19.4% | +64.3% |
| 5Y | +148.8% | +151.3% | -2.5% | +75.3% |
| 10Y | +803.3% | +2,082.2% | -1,278.9% | +276.1% |
| All | +2,015.1% | +9,080.6% | -7,065.5% | +513.1% |
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