+2,072.5%
FTNT vs ELV
+280.2%
+1,792.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -0.1% | +3.2% | -3.3% | -1.0% |
| 30D | -3.0% | +5.4% | -8.3% | -4.4% |
| 3M | +7.6% | +5.4% | +2.2% | +5.7% |
| 6M | +87.0% | +45.7% | +41.2% | +67.7% |
| YTD | +96.5% | +21.2% | +75.3% | +84.0% |
| 1Y | +92.9% | +35.6% | +57.3% | +74.4% |
| 3Y | +139.8% | -2.0% | +141.9% | +130.9% |
| 5Y | +151.3% | +26.0% | +125.3% | +121.6% |
| All | +2,072.5% | +280.2% | +1,792.2% | +1,409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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