+2,072.5%
FTNT vs NRG
+1,083.9%
+988.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -0.1% | -4.7% | +4.5% | +0.9% |
| 30D | -3.0% | -6.0% | +3.0% | -2.0% |
| 3M | +7.6% | -8.0% | +15.5% | +8.2% |
| 6M | +87.0% | -23.2% | +110.1% | +93.6% |
| YTD | +96.5% | -28.1% | +124.6% | +105.4% |
| 1Y | +92.9% | -27.3% | +120.2% | +99.9% |
| 3Y | +139.8% | +208.7% | -68.8% | +56.0% |
| 5Y | +151.3% | +197.7% | -46.3% | +61.8% |
| All | +2,072.5% | +1,083.9% | +988.5% | +972.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling