+141.6%
FTNT vs ELF
-27.2%
+168.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | +1.7% | -6.8% | +8.5% | +2.3% |
| 30D | -4.3% | +5.1% | -9.3% | -4.7% |
| 3M | +13.6% | +79.8% | -66.2% | +7.2% |
| 6M | +87.6% | +29.7% | +57.9% | +82.3% |
| YTD | +98.0% | +31.6% | +66.4% | +91.0% |
| 1Y | +96.9% | -27.9% | +124.8% | +101.5% |
| All | +141.6% | -27.2% | +168.8% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling