+652.3%
FTNT vs ESTC
+27.2%
+625.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.4% |
| 7D | +5.7% | +5.8% | 0.0% | +3.6% |
| 30D | -32.1% | -5.6% | -26.5% | -30.6% |
| 3M | -19.5% | +15.4% | -34.9% | -24.4% |
| 6M | +13.8% | +77.8% | -64.0% | -8.9% |
| YTD | +63.1% | +18.1% | +45.1% | +48.9% |
| 1Y | +57.7% | -3.7% | +61.4% | +53.1% |
| 3Y | +154.9% | +16.9% | +138.0% | +106.0% |
| 5Y | +89.3% | -51.2% | +140.5% | +97.4% |
| All | +652.3% | +27.2% | +625.0% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling