+162.8%
FTNT vs NTRS
+93.2%
+69.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +7.6% | +11.3% | -3.7% | +2.6% |
| 6M | +87.0% | +35.5% | +51.4% | +63.0% |
| YTD | +96.5% | +40.6% | +55.9% | +68.0% |
| 1Y | +92.9% | +49.2% | +43.7% | +60.1% |
| 3Y | +139.8% | +167.2% | -27.4% | +48.7% |
| All | +162.8% | +93.2% | +69.6% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling