+174.7%
FTNT vs NXT
+168.4%
+6.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.1% |
| 7D | +1.6% | -2.6% | +4.2% | +1.8% |
| 30D | -1.9% | -22.4% | +20.6% | -0.2% |
| 3M | +14.4% | -27.3% | +41.7% | +16.6% |
| 6M | +88.7% | -28.5% | +117.1% | +91.2% |
| YTD | +100.0% | -6.6% | +106.7% | +97.3% |
| 1Y | +99.9% | +20.4% | +79.5% | +92.8% |
| 3Y | +147.9% | +90.9% | +57.0% | +125.9% |
| All | +174.7% | +168.4% | +6.3% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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