+2,072.5%
FTNT vs NSC
+332.1%
+1,740.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | -0.1% | -2.8% | +2.6% | +1.1% |
| 30D | -3.0% | -4.5% | +1.5% | -1.1% |
| 3M | +7.6% | +3.5% | +4.0% | +5.6% |
| 6M | +87.0% | +8.5% | +78.4% | +78.1% |
| YTD | +96.5% | +12.3% | +84.2% | +83.6% |
| 1Y | +92.9% | +18.9% | +74.0% | +75.3% |
| 3Y | +139.8% | +74.1% | +65.7% | +75.6% |
| 5Y | +151.3% | +43.9% | +107.4% | +101.8% |
| All | +2,072.5% | +332.1% | +1,740.4% | +893.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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