+151.7%
JPM vs ENB
+69.6%
+82.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +14.1% | -7.5% | +21.7% | +17.8% |
| 6M | +23.3% | -4.1% | +27.4% | +24.9% |
| YTD | +11.3% | +9.8% | +1.5% | +5.0% |
| 1Y | +23.0% | +8.7% | +14.3% | +16.7% |
| 3Y | +162.6% | +79.0% | +83.6% | +88.0% |
| All | +151.7% | +69.6% | +82.1% | +78.7% |
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 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