+810.5%
FTNT vs ELAN
-28.2%
+838.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.0% |
| 7D | -0.1% | -5.4% | +5.3% | +0.8% |
| 30D | -3.0% | +4.7% | -7.7% | -3.9% |
| 3M | +7.6% | -3.7% | +11.2% | +7.8% |
| 6M | +87.0% | -1.2% | +88.1% | +84.0% |
| YTD | +96.5% | +2.4% | +94.2% | +91.6% |
| 1Y | +92.9% | +23.4% | +69.6% | +80.7% |
| 3Y | +139.8% | +96.7% | +43.2% | +86.9% |
| 5Y | +151.3% | -30.6% | +181.9% | +158.7% |
| All | +810.5% | -28.2% | +838.6% | +809.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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