+1,302.0%
FTNT vs NVT
+712.1%
+589.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.7% |
| 7D | +1.7% | +7.0% | -5.3% | -0.7% |
| 30D | -4.3% | -2.3% | -1.9% | -3.8% |
| 3M | +13.6% | -3.1% | +16.7% | +13.2% |
| 6M | +87.6% | +47.0% | +40.6% | +57.3% |
| YTD | +98.0% | +56.2% | +41.8% | +60.6% |
| 1Y | +96.9% | +74.5% | +22.4% | +51.7% |
| 3Y | +145.4% | +184.0% | -38.6% | +46.0% |
| 5Y | +153.0% | +410.8% | -257.8% | +16.5% |
| All | +1,302.0% | +712.1% | +589.9% | +437.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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