+10,742.2%
JPM vs ENB
+11,329.0%
-586.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +3.4% | +1.4% | +2.1% | +2.9% |
| 3M | -5.7% | -5.2% | -0.5% | -3.9% |
| 6M | +13.5% | -9.9% | +23.4% | +17.6% |
| YTD | +8.4% | +4.7% | +3.8% | +5.8% |
| 1Y | +9.1% | +2.8% | +6.3% | +7.1% |
| 3Y | +149.5% | +71.3% | +78.2% | +101.3% |
| 5Y | +132.6% | +58.6% | +74.0% | +92.4% |
| 10Y | +480.0% | +108.5% | +371.6% | +327.0% |
| All | +10,742.2% | +11,329.0% | -586.8% | +4,949.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling