+139.8%
FTNT vs NTRS
+168.2%
-28.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -3.0% | -0.7% | -2.3% | -2.8% |
| 3M | +7.6% | +11.3% | -3.7% | +3.6% |
| 6M | +87.0% | +35.5% | +51.4% | +67.3% |
| YTD | +96.5% | +40.6% | +55.9% | +73.1% |
| 1Y | +92.9% | +49.2% | +43.7% | +65.8% |
| 3Y | +139.8% | +167.2% | -27.4% | +72.9% |
| All | +139.8% | +168.2% | -28.3% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling