+139.8%
FTNT vs NTR
+36.8%
+103.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -0.1% | -1.3% | +1.1% | -0.1% |
| 30D | -3.0% | +16.8% | -19.7% | -4.2% |
| 3M | +7.6% | +20.7% | -13.2% | +5.7% |
| 6M | +87.0% | +0.5% | +86.4% | +87.1% |
| YTD | +96.5% | +29.2% | +67.3% | +87.2% |
| 1Y | +92.9% | +39.6% | +53.3% | +80.3% |
| 3Y | +139.8% | +37.9% | +102.0% | +124.3% |
| All | +139.8% | +36.8% | +103.1% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling