+51.8%
FTNT vs NTRS
+43.5%
+8.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | -25.7% | +3.6% | -29.2% | -26.0% |
| 30D | -29.7% | +4.3% | -34.0% | -30.1% |
| 3M | -23.1% | -1.9% | -21.2% | -23.3% |
| 6M | +45.0% | +11.4% | +33.5% | +41.7% |
| YTD | +62.9% | +32.3% | +30.6% | +54.0% |
| 1Y | +51.8% | +42.5% | +9.3% | +43.2% |
| All | +51.8% | +43.5% | +8.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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