+162.8%
FTNT vs NRG
+194.8%
-32.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | -0.1% | -4.7% | +4.5% | +0.6% |
| 30D | -3.0% | -6.0% | +3.0% | -2.2% |
| 3M | +7.6% | -8.0% | +15.5% | +8.0% |
| 6M | +87.0% | -23.2% | +110.1% | +91.8% |
| YTD | +96.5% | -28.1% | +124.6% | +103.2% |
| 1Y | +92.9% | -27.3% | +120.2% | +98.0% |
| 3Y | +139.8% | +208.7% | -68.8% | +60.6% |
| All | +162.8% | +194.8% | -32.0% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling