+141.6%
FTNT vs ELV
-7.6%
+149.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +1.7% | -2.2% | +3.9% | +1.8% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | +13.6% | -6.1% | +19.7% | +13.8% |
| 6M | +87.6% | +42.8% | +44.8% | +85.9% |
| YTD | +98.0% | +14.4% | +83.6% | +97.2% |
| 1Y | +96.9% | +28.6% | +68.3% | +96.2% |
| All | +141.6% | -7.6% | +149.2% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling