+9,457.8%
FTNT vs NRG
+518.0%
+8,939.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.8% |
| 7D | +1.6% | -0.2% | +1.8% | +1.5% |
| 30D | -1.9% | -6.8% | +4.9% | -0.6% |
| 3M | +14.4% | -7.1% | +21.5% | +14.8% |
| 6M | +88.7% | -27.6% | +116.2% | +98.7% |
| YTD | +100.0% | -29.2% | +129.2% | +110.4% |
| 1Y | +99.9% | -29.9% | +129.7% | +109.5% |
| 3Y | +147.9% | +198.7% | -50.7% | +65.9% |
| 5Y | +155.8% | +192.9% | -37.1% | +68.5% |
| 10Y | +2,121.1% | +1,084.1% | +1,036.9% | +871.8% |
| All | +9,457.8% | +518.0% | +8,939.8% | +4,637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling