+104.5%
FTNT vs NTRA
+96.0%
+8.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -4.8% | +19.5% | -24.3% | -7.1% |
| 3M | +4.4% | +47.8% | -43.3% | -1.2% |
| 6M | +88.8% | +61.6% | +27.1% | +73.5% |
| YTD | +96.8% | +43.3% | +53.6% | +84.1% |
| 1Y | +104.5% | +97.0% | +7.4% | +78.8% |
| All | +104.5% | +96.0% | +8.5% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1y: compounded portfolio wealth divided by compounded NTRA 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…
1y analysis · Full analysis span regression · 6 months rolling