+162.6%
JPM vs ENB
+79.6%
+83.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +14.1% | -7.5% | +21.7% | +16.6% |
| 6M | +23.3% | -4.1% | +27.4% | +24.4% |
| YTD | +11.3% | +9.8% | +1.5% | +6.3% |
| 1Y | +23.0% | +8.7% | +14.3% | +18.1% |
| 3Y | +162.6% | +79.0% | +83.6% | +100.2% |
| All | +162.6% | +79.6% | +83.0% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling