+136.1%
FTNT vs NVTS
-14.2%
+150.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -2.7% | +9.7% | -12.4% | -3.4% |
| 30D | -1.4% | -13.6% | +12.2% | -0.5% |
| 3M | +10.1% | -51.0% | +61.1% | +14.9% |
| 6M | +88.2% | +46.3% | +41.9% | +77.9% |
| YTD | +98.3% | +68.1% | +30.2% | +83.8% |
| 1Y | +96.0% | +113.9% | -17.9% | +75.5% |
| 3Y | +145.8% | +45.3% | +100.5% | +119.4% |
| All | +136.1% | -14.2% | +150.3% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling