+1,148.2%
JBL vs ENB
+109.5%
+1,038.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | +6.3% | +3.1% | +3.2% | +4.6% |
| 30D | -13.5% | +2.1% | -15.6% | -14.5% |
| 3M | -31.3% | -4.4% | -26.9% | -29.9% |
| 6M | -28.4% | -10.1% | -18.4% | -25.0% |
| YTD | +11.6% | +5.2% | +6.4% | +6.6% |
| 1Y | +26.1% | +4.2% | +21.9% | +21.1% |
| 3Y | +97.4% | +70.1% | +27.3% | +39.4% |
| 5Y | +301.0% | +59.4% | +241.6% | +192.2% |
| All | +1,148.2% | +109.5% | +1,038.7% | +641.0% |
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