+585.7%
JPM vs ENB
+94.4%
+491.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.8% |
| 7D | -2.3% | -4.6% | +2.2% | +0.1% |
| 30D | -2.3% | -5.2% | +2.9% | +0.4% |
| 3M | +14.9% | -13.4% | +28.3% | +23.7% |
| 6M | +23.6% | -7.8% | +31.4% | +28.3% |
| YTD | +11.3% | +4.9% | +6.4% | +6.9% |
| 1Y | +19.9% | +3.2% | +16.6% | +16.1% |
| 3Y | +162.6% | +71.0% | +91.6% | +87.9% |
| 5Y | +154.6% | +64.0% | +90.6% | +84.4% |
| All | +585.7% | +94.4% | +491.3% | +312.1% |
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