+51.8%
FTNT vs ENB
+9.4%
+42.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.9% |
| 7D | -25.7% | +0.5% | -26.1% | -25.6% |
| 30D | -29.7% | +6.0% | -35.7% | -29.4% |
| 3M | -23.1% | -7.4% | -15.7% | -23.3% |
| 6M | +45.0% | -8.5% | +53.5% | +45.6% |
| YTD | +62.9% | +6.1% | +56.8% | +67.7% |
| 1Y | +51.8% | +9.4% | +42.4% | +58.0% |
| All | +51.8% | +9.4% | +42.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling