+8.1%
FTNT vs ELF
+111.9%
-103.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.6% |
| 7D | +7.1% | +1.6% | +5.5% | +7.1% |
| 30D | -30.9% | +9.1% | -40.0% | -30.3% |
| 3M | -23.1% | +28.2% | -51.3% | -20.4% |
| 6M | +8.1% | +119.5% | -111.4% | +28.8% |
| All | +8.1% | +111.9% | -103.8% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling