+409.8%
JBL vs ENB
+68.4%
+341.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | -7.5% | -1.1% | -6.4% | -7.2% |
| 3M | -14.1% | -8.5% | -5.6% | -11.5% |
| 6M | +25.9% | -4.5% | +30.4% | +27.0% |
| YTD | +36.7% | +9.1% | +27.6% | +29.3% |
| 1Y | +49.0% | +8.0% | +41.0% | +41.6% |
| 3Y | +191.8% | +77.8% | +114.0% | +108.1% |
| 5Y | +409.8% | +69.4% | +340.4% | +264.8% |
| All | +409.8% | +68.4% | +341.3% | +264.8% |
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