+190.3%
FTNT vs NVDL
+2,480.8%
-2,290.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.6% |
| 7D | +1.6% | -8.7% | +10.3% | +2.6% |
| 30D | -1.9% | -1.3% | -0.6% | -1.9% |
| 3M | +14.4% | +11.4% | +3.0% | +12.1% |
| 6M | +88.7% | +22.9% | +65.8% | +81.9% |
| YTD | +100.0% | +15.4% | +84.6% | +93.2% |
| 1Y | +99.9% | +18.8% | +81.1% | +91.1% |
| 3Y | +147.9% | +641.4% | -493.5% | +70.2% |
| All | +190.3% | +2,480.8% | -2,290.4% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling