+171.9%
FTNT vs NXT
+171.8%
+0.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.1% |
| 7D | +1.7% | -0.2% | +2.0% | +1.7% |
| 30D | -4.3% | -20.0% | +15.7% | -2.8% |
| 3M | +13.6% | -30.9% | +44.5% | +16.2% |
| 6M | +87.6% | -23.8% | +111.4% | +89.2% |
| YTD | +98.0% | -5.4% | +103.4% | +95.2% |
| 1Y | +96.9% | +28.0% | +68.9% | +89.0% |
| 3Y | +145.4% | +93.3% | +52.1% | +123.4% |
| All | +171.9% | +171.8% | +0.2% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling