+134.0%
FTNT vs NVTS
-16.8%
+150.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.1% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -3.0% | -16.5% | +13.5% | -1.9% |
| 3M | +7.6% | -47.6% | +55.2% | +11.8% |
| 6M | +87.0% | +7.3% | +79.7% | +81.1% |
| YTD | +96.5% | +62.9% | +33.7% | +82.5% |
| 1Y | +92.9% | +91.3% | +1.7% | +74.2% |
| 3Y | +139.8% | +43.4% | +96.4% | +113.7% |
| All | +134.0% | -16.8% | +150.8% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling