+20.3%
JPM vs ENB
+7.5%
+12.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -0.2% | -2.2% | +2.1% | 0.0% |
| 3M | +15.9% | -10.5% | +26.4% | +16.8% |
| 6M | +20.9% | -5.1% | +26.0% | +21.5% |
| YTD | +12.9% | +9.0% | +3.9% | +10.1% |
| 1Y | +20.3% | +8.2% | +12.1% | +17.7% |
| All | +20.3% | +7.5% | +12.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling