+89.8%
FTNT vs NTAP
+124.7%
-34.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.7% |
| 7D | +7.1% | +7.2% | -0.1% | +3.8% |
| 30D | -30.9% | -18.4% | -12.5% | -24.3% |
| 3M | -23.1% | -11.3% | -11.8% | -19.4% |
| 6M | +8.1% | +53.8% | -45.7% | -13.3% |
| YTD | +60.2% | +72.0% | -11.8% | +20.9% |
| 1Y | +57.0% | +68.0% | -11.0% | +19.7% |
| 3Y | +152.9% | +149.5% | +3.4% | +40.5% |
| All | +89.8% | +124.7% | -34.9% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling