+153.0%
FTNT vs ELF
+230.6%
-77.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | +1.7% | -6.8% | +8.5% | +2.7% |
| 30D | -4.3% | +5.1% | -9.3% | -5.0% |
| 3M | +13.6% | +79.8% | -66.2% | +4.1% |
| 6M | +87.6% | +29.7% | +57.9% | +79.0% |
| YTD | +98.0% | +31.6% | +66.4% | +87.0% |
| 1Y | +96.9% | -27.9% | +124.8% | +102.1% |
| 3Y | +145.4% | -26.4% | +171.8% | +126.5% |
| 5Y | +153.0% | +235.6% | -82.6% | +19.1% |
| All | +153.0% | +230.6% | -77.6% | +19.1% |
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