+185.3%
FTNT vs NVDL
+2,476.2%
-2,290.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -0.1% | -10.3% | +10.2% | +1.1% |
| 30D | -3.0% | -7.1% | +4.2% | -2.3% |
| 3M | +7.6% | +6.6% | +1.0% | +6.0% |
| 6M | +87.0% | +21.1% | +65.9% | +80.5% |
| YTD | +96.5% | +15.2% | +81.3% | +89.8% |
| 1Y | +92.9% | +18.8% | +74.2% | +84.5% |
| 3Y | +139.8% | +649.9% | -510.1% | +64.4% |
| All | +185.3% | +2,476.2% | -2,290.9% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling