+1,910.4%
FTNT vs ELF
+332.6%
+1,577.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.3% |
| 7D | +7.1% | +1.6% | +5.5% | +6.8% |
| 30D | -30.9% | +9.1% | -40.0% | -31.7% |
| 3M | -23.1% | +28.2% | -51.3% | -25.9% |
| 6M | +8.1% | +119.5% | -111.4% | -4.2% |
| YTD | +60.2% | +55.2% | +5.1% | +47.6% |
| 1Y | +57.0% | +58.6% | -1.6% | +43.9% |
| 3Y | +152.9% | +21.3% | +131.6% | +121.6% |
| 5Y | +85.9% | +276.2% | -190.3% | +28.7% |
| All | +1,910.4% | +332.6% | +1,577.8% | +1,125.2% |
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