+1,910.4%
FTNT vs ENB
+109.5%
+1,801.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +7.1% | +3.1% | +3.9% | +5.6% |
| 30D | -30.9% | +2.1% | -33.0% | -31.7% |
| 3M | -23.1% | -4.4% | -18.7% | -21.8% |
| 6M | +8.1% | -10.1% | +18.1% | +12.8% |
| YTD | +60.2% | +5.2% | +55.0% | +54.4% |
| 1Y | +57.0% | +4.2% | +52.8% | +51.7% |
| 3Y | +152.9% | +70.1% | +82.8% | +89.2% |
| 5Y | +85.9% | +59.4% | +26.5% | +43.2% |
| All | +1,910.4% | +109.5% | +1,801.0% | +1,155.4% |
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