+2,072.5%
FTNT vs NTRS
+259.9%
+1,812.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.2% |
| 7D | -0.1% | +1.4% | -1.5% | -0.7% |
| 30D | -3.0% | -0.7% | -2.3% | -2.8% |
| 3M | +7.6% | +11.3% | -3.7% | +2.8% |
| 6M | +87.0% | +35.5% | +51.4% | +63.9% |
| YTD | +96.5% | +40.6% | +55.9% | +69.2% |
| 1Y | +92.9% | +49.2% | +43.7% | +61.5% |
| 3Y | +139.8% | +167.2% | -27.4% | +53.7% |
| 5Y | +151.3% | +94.9% | +56.4% | +81.3% |
| All | +2,072.5% | +259.9% | +1,812.5% | +1,078.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling