+143.2%
FTNT vs ESTC
+19.0%
+124.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.7% |
| 7D | -3.5% | -3.6% | 0.0% | -2.7% |
| 30D | -36.5% | -11.2% | -25.4% | -34.5% |
| 3M | -24.7% | +14.3% | -39.1% | -27.5% |
| 6M | +8.3% | +67.0% | -58.7% | -5.2% |
| YTD | +55.6% | +15.7% | +40.0% | +45.8% |
| 1Y | +50.2% | -6.3% | +56.4% | +46.3% |
| 3Y | +143.2% | +14.5% | +128.7% | +133.0% |
| All | +143.2% | +19.0% | +124.1% | +133.0% |
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