+9,303.7%
FTNT vs ENB
+425.9%
+8,877.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.3% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -4.8% | -2.2% | -2.5% | -3.9% |
| 3M | +4.4% | -10.5% | +14.9% | +9.3% |
| 6M | +88.8% | -5.1% | +93.8% | +92.0% |
| YTD | +96.8% | +9.0% | +87.9% | +87.9% |
| 1Y | +104.5% | +8.2% | +96.2% | +95.5% |
| 3Y | +156.8% | +67.8% | +89.0% | +98.7% |
| 5Y | +144.1% | +69.4% | +74.7% | +87.7% |
| 10Y | +2,021.8% | +117.5% | +1,904.3% | +1,292.5% |
| All | +9,303.7% | +425.9% | +8,877.8% | +3,679.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling