+1,672.5%
FTNT vs NTR
+103.7%
+1,568.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | -4.3% | +21.7% | -26.0% | -9.5% |
| 3M | +13.6% | +22.8% | -9.2% | +6.8% |
| 6M | +87.6% | +8.2% | +79.4% | +80.7% |
| YTD | +98.0% | +32.9% | +65.1% | +78.2% |
| 1Y | +96.9% | +45.3% | +51.6% | +71.4% |
| 3Y | +145.4% | +41.7% | +103.7% | +111.8% |
| 5Y | +153.0% | +49.8% | +103.2% | +100.9% |
| All | +1,672.5% | +103.7% | +1,568.8% | +1,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling