+459.5%
JPM vs ENB
+108.4%
+351.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +3.4% | +1.4% | +2.1% | +2.6% |
| 3M | -5.7% | -5.2% | -0.5% | -3.1% |
| 6M | +13.5% | -9.9% | +23.4% | +19.5% |
| YTD | +8.4% | +4.7% | +3.8% | +4.1% |
| 1Y | +9.1% | +2.8% | +6.3% | +5.8% |
| 3Y | +149.5% | +71.3% | +78.2% | +77.5% |
| 5Y | +132.6% | +58.6% | +74.0% | +71.0% |
| All | +459.5% | +108.4% | +351.1% | +235.0% |
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