+139.8%
FTNT vs NTRA
+507.7%
-367.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | -3.0% | +4.1% | -7.1% | -3.6% |
| 3M | +7.6% | +50.0% | -42.4% | +0.1% |
| 6M | +87.0% | +67.3% | +19.7% | +69.3% |
| YTD | +96.5% | +43.6% | +53.0% | +82.3% |
| 1Y | +92.9% | +89.2% | +3.7% | +70.1% |
| 3Y | +139.8% | +502.5% | -362.7% | +100.0% |
| All | +139.8% | +507.7% | -367.8% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling