+90.4%
ENB vs QID
-99.1%
+189.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.2% | -3.3% |
| 7D | -4.6% | +2.7% | -7.3% | -4.0% |
| 30D | -5.2% | +3.3% | -8.5% | -4.5% |
| 3M | -13.4% | -5.5% | -7.9% | -14.2% |
| 6M | -7.8% | -28.4% | +20.6% | -13.9% |
| YTD | +4.9% | -26.6% | +31.4% | -1.4% |
| 1Y | +3.2% | -34.1% | +37.4% | -5.1% |
| 3Y | +71.0% | -73.7% | +144.7% | +29.4% |
| 5Y | +64.0% | -80.7% | +144.7% | +24.5% |
| All | +90.4% | -99.1% | +189.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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