+169.4%
XLV vs FTNT
+2,095.7%
-1,926.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -3.6% | -0.1% | -3.4% | -3.5% |
| 30D | -1.8% | -3.0% | +1.1% | -1.6% |
| 3M | +7.8% | +7.6% | +0.2% | +6.0% |
| 6M | +9.1% | +87.0% | -77.8% | -2.7% |
| YTD | +7.7% | +96.5% | -88.8% | -4.9% |
| 1Y | +20.4% | +92.9% | -72.5% | +6.4% |
| 3Y | +30.8% | +139.8% | -109.1% | +7.9% |
| 5Y | +34.6% | +151.3% | -116.7% | +4.6% |
| All | +169.4% | +2,095.7% | -1,926.3% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling