+9,290.5%
FTNT vs NTRS
+497.8%
+8,792.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.2% |
| 7D | -0.1% | +1.4% | -1.5% | -0.8% |
| 30D | -3.0% | -0.7% | -2.3% | -2.7% |
| 3M | +7.6% | +11.3% | -3.7% | +2.4% |
| 6M | +87.0% | +35.5% | +51.4% | +62.3% |
| YTD | +96.5% | +40.6% | +55.9% | +67.3% |
| 1Y | +92.9% | +49.2% | +43.7% | +59.3% |
| 3Y | +139.8% | +167.2% | -27.4% | +48.5% |
| 5Y | +151.3% | +94.9% | +56.4% | +76.3% |
| 10Y | +2,082.2% | +259.5% | +1,822.7% | +939.3% |
| All | +9,290.5% | +497.8% | +8,792.7% | +3,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling