+2,082.6%
FTNT vs ELF
+299.0%
+1,783.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.4% | +1.6% |
| 7D | +1.6% | -10.8% | +12.4% | +3.1% |
| 30D | -1.9% | +0.8% | -2.7% | -2.1% |
| 3M | +14.4% | +64.8% | -50.4% | +6.1% |
| 6M | +88.7% | +19.0% | +69.7% | +81.9% |
| YTD | +100.0% | +25.9% | +74.1% | +90.0% |
| 1Y | +99.9% | -28.8% | +128.6% | +103.8% |
| 3Y | +147.9% | -29.6% | +177.5% | +136.5% |
| 5Y | +155.8% | +216.2% | -60.4% | +83.1% |
| All | +2,082.6% | +299.0% | +1,783.6% | +1,276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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