+57.0%
FTNT vs ENB
+3.2%
+53.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.7% |
| 7D | +7.1% | +3.1% | +3.9% | +7.3% |
| 30D | -30.9% | +2.1% | -33.0% | -30.7% |
| 3M | -23.1% | -4.4% | -18.7% | -23.2% |
| 6M | +8.1% | -10.1% | +18.1% | +8.1% |
| YTD | +60.2% | +5.2% | +55.0% | +65.3% |
| 1Y | +57.0% | +4.2% | +52.8% | +62.5% |
| All | +57.0% | +3.2% | +53.9% | +62.5% |
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