+142.0%
FTNT vs NXT
+96.6%
+45.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.7% |
| 7D | -2.7% | +2.9% | -5.6% | -2.9% |
| 30D | -1.4% | -17.2% | +15.9% | -0.3% |
| 3M | +10.1% | -32.0% | +42.1% | +12.3% |
| 6M | +88.2% | -15.8% | +104.0% | +88.2% |
| YTD | +98.3% | -1.9% | +100.2% | +95.5% |
| 1Y | +96.0% | +22.5% | +73.5% | +90.1% |
| All | +142.0% | +96.6% | +45.4% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling