+89.8%
FTNT vs ELF
+272.3%
-182.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| YTD | +60.2% | +55.2% | +5.1% | +47.7% |
| 1Y | +57.0% | +58.6% | -1.6% | +44.0% |
| 3Y | +152.9% | +21.3% | +131.6% | +107.7% |
| All | +89.8% | +272.3% | -182.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling