+1,910.4%
FTNT vs NTAP
+583.1%
+1,327.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | +7.1% | +7.2% | -0.1% | +4.1% |
| 30D | -30.9% | -18.4% | -12.5% | -25.0% |
| 3M | -23.1% | -11.3% | -11.8% | -19.8% |
| 6M | +8.1% | +53.8% | -45.7% | -10.8% |
| YTD | +60.2% | +72.0% | -11.8% | +25.5% |
| 1Y | +57.0% | +68.0% | -11.0% | +24.1% |
| 3Y | +152.9% | +149.5% | +3.4% | +62.2% |
| 5Y | +85.9% | +125.6% | -39.7% | +23.2% |
| All | +1,910.4% | +583.1% | +1,327.3% | +843.9% |
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