+104.5%
FTNT vs NRG
-18.6%
+123.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | +0.3% |
| 7D | -5.8% | +7.1% | -13.0% | -5.5% |
| 30D | -4.8% | -1.4% | -3.4% | -4.7% |
| 3M | +4.4% | -10.5% | +14.9% | +4.1% |
| 6M | +88.8% | -26.7% | +115.5% | +88.0% |
| YTD | +96.8% | -24.5% | +121.3% | +93.9% |
| 1Y | +104.5% | -18.6% | +123.0% | +103.5% |
| All | +104.5% | -18.6% | +123.1% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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