+643.9%
FTNT vs ESTC
+24.7%
+619.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -1.0% | -2.6% | +1.6% | -0.1% |
| 30D | -33.6% | -8.6% | -25.0% | -31.3% |
| 3M | -20.9% | +14.4% | -35.2% | -25.4% |
| 6M | +11.0% | +73.3% | -62.3% | -10.3% |
| YTD | +61.3% | +15.7% | +45.6% | +48.3% |
| 1Y | +53.1% | -7.6% | +60.7% | +50.9% |
| 3Y | +152.1% | +14.6% | +137.5% | +105.2% |
| 5Y | +90.1% | -50.0% | +140.2% | +96.0% |
| All | +643.9% | +24.7% | +619.2% | +339.6% |
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