+104.5%
FTNT vs NTAP
+61.4%
+43.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | -0.8% | -5.1% | -5.6% |
| 30D | -4.8% | -0.5% | -4.2% | -4.6% |
| 3M | +4.4% | +4.1% | +0.4% | +2.6% |
| 6M | +88.8% | +88.0% | +0.8% | +49.2% |
| YTD | +96.8% | +75.6% | +21.2% | +58.7% |
| 1Y | +104.5% | +58.9% | +45.5% | +73.2% |
| All | +104.5% | +61.4% | +43.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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