+2,072.5%
FTNT vs ENB
+92.6%
+1,979.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -0.1% | -4.7% | +4.5% | +2.0% |
| 30D | -3.0% | -5.9% | +2.9% | -0.4% |
| 3M | +7.6% | -14.2% | +21.8% | +15.0% |
| 6M | +87.0% | -8.6% | +95.5% | +93.4% |
| YTD | +96.5% | +3.9% | +92.6% | +91.0% |
| 1Y | +92.9% | +1.8% | +91.1% | +88.9% |
| 3Y | +139.8% | +68.5% | +71.4% | +80.8% |
| 5Y | +151.3% | +62.4% | +88.9% | +92.4% |
| All | +2,072.5% | +92.6% | +1,979.9% | +1,319.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling