+145.8%
FTNT vs ESTC
+11.7%
+134.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.4% | +1.6% |
| 7D | -2.7% | -4.3% | +1.6% | -1.8% |
| 30D | -1.4% | +17.7% | -19.1% | -6.0% |
| 3M | +10.1% | +42.3% | -32.2% | -0.1% |
| 6M | +88.2% | +64.6% | +23.6% | +64.7% |
| YTD | +98.3% | +17.2% | +81.1% | +84.7% |
| 1Y | +96.0% | -4.2% | +100.2% | +89.0% |
| 3Y | +145.8% | +13.5% | +132.3% | +133.6% |
| All | +145.8% | +11.7% | +134.1% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling