+51.8%
FTNT vs NVTS
-9.1%
+60.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.0% | -8.0% | +0.4% |
| 7D | -25.7% | -0.3% | -25.4% | -25.7% |
| 30D | -29.7% | -24.4% | -5.3% | -28.8% |
| 3M | -23.1% | -26.5% | +3.4% | -22.1% |
| 6M | +45.0% | -41.4% | +86.4% | +47.1% |
| YTD | +62.9% | +30.7% | +32.3% | +52.6% |
| 1Y | +51.8% | -10.8% | +62.6% | +46.1% |
| All | +51.8% | -9.1% | +60.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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