+104.5%
FTNT vs NVDL
+42.2%
+62.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -5.8% | +11.7% | -17.5% | -7.3% |
| 30D | -4.8% | +7.8% | -12.6% | -6.1% |
| 3M | +4.4% | +3.3% | +1.1% | +3.1% |
| 6M | +88.8% | +38.9% | +49.9% | +78.8% |
| YTD | +96.8% | +28.5% | +68.3% | +86.4% |
| 1Y | +104.5% | +40.6% | +63.9% | +97.1% |
| All | +104.5% | +42.2% | +62.3% | +97.1% |
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