+51.8%
FTNT vs NTRA
+99.0%
-47.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -25.7% | -7.9% | -17.8% | -25.0% |
| 30D | -29.7% | -8.1% | -21.6% | -29.1% |
| 3M | -23.1% | +42.1% | -65.2% | -26.6% |
| 6M | +45.0% | +84.8% | -39.8% | +32.8% |
| YTD | +62.9% | +70.7% | -7.7% | +48.6% |
| 1Y | +51.8% | +99.0% | -47.2% | +37.8% |
| All | +51.8% | +99.0% | -47.2% | +37.8% |
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