+2,072.5%
FTNT vs NTAP
+650.8%
+1,421.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.5% | -10.3% | -5.1% |
| 7D | -0.1% | +7.4% | -7.5% | -3.2% |
| 30D | -3.0% | -1.4% | -1.6% | -2.7% |
| 3M | +7.6% | +24.6% | -17.0% | -2.0% |
| 6M | +87.0% | +105.9% | -18.9% | +37.4% |
| YTD | +96.5% | +88.5% | +8.0% | +48.9% |
| 1Y | +92.9% | +62.1% | +30.8% | +55.0% |
| 3Y | +139.8% | +169.1% | -29.2% | +49.7% |
| 5Y | +151.3% | +141.9% | +9.5% | +62.2% |
| All | +2,072.5% | +650.8% | +1,421.7% | +864.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling