+9.4%
ENB vs Q
+19.7%
-10.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.5% | -3.3% | +3.7% | +0.4% |
| 30D | +6.0% | -9.7% | +15.6% | +5.9% |
| 3M | -7.4% | -16.1% | +8.7% | -7.5% |
| 6M | -8.5% | -15.7% | +7.2% | -8.6% |
| YTD | +6.1% | +45.7% | -39.6% | +6.4% |
| 1Y | +9.4% | +18.0% | -8.6% | +10.6% |
| All | +9.4% | +19.7% | -10.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling