+87.2%
FTNT vs ENB
+54.8%
+32.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -33.6% | +2.0% | -35.7% | -34.3% |
| 3M | -20.9% | -5.8% | -15.1% | -19.2% |
| 6M | +11.0% | -9.7% | +20.6% | +14.9% |
| YTD | +61.3% | +4.2% | +57.1% | +56.0% |
| 1Y | +53.1% | +3.2% | +49.9% | +48.5% |
| 3Y | +152.1% | +70.6% | +81.5% | +83.5% |
| All | +87.2% | +54.8% | +32.4% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling