+822.5%
FTNT vs ESTC
+19.3%
+803.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.3% |
| 7D | +1.6% | -13.2% | +14.8% | +6.5% |
| 30D | -1.9% | +9.3% | -11.2% | -6.3% |
| 3M | +14.4% | +37.3% | -23.0% | +0.2% |
| 6M | +88.7% | +61.0% | +27.7% | +56.0% |
| YTD | +100.0% | +10.7% | +89.4% | +86.2% |
| 1Y | +99.9% | -7.2% | +107.0% | +95.3% |
| 3Y | +147.9% | +7.2% | +140.8% | +104.9% |
| 5Y | +155.8% | -47.7% | +203.5% | +156.4% |
| All | +822.5% | +19.3% | +803.2% | +452.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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