+51.8%
FTNT vs NVDL
-23.5%
+75.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +1.9% |
| 7D | -25.7% | -14.0% | -11.6% | -23.9% |
| 30D | -29.7% | -31.2% | +1.5% | -25.9% |
| 3M | -23.1% | -15.5% | -7.6% | -21.6% |
| 6M | +45.0% | -10.3% | +55.3% | +45.8% |
| YTD | +62.9% | -5.8% | +68.7% | +60.3% |
| 1Y | +51.8% | -20.1% | +71.9% | +52.2% |
| All | +51.8% | -23.5% | +75.3% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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