+153.0%
FTNT vs ENB
+68.4%
+84.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | -4.3% | -1.1% | -3.2% | -3.9% |
| 3M | +13.6% | -8.5% | +22.1% | +17.3% |
| 6M | +87.6% | -4.5% | +92.1% | +90.0% |
| YTD | +98.0% | +9.1% | +88.9% | +88.9% |
| 1Y | +96.9% | +8.0% | +89.0% | +88.4% |
| 3Y | +145.4% | +77.8% | +67.6% | +79.1% |
| 5Y | +153.0% | +69.4% | +83.6% | +95.1% |
| All | +153.0% | +68.4% | +84.5% | +95.1% |
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