+69.4%
ENB vs QID
-80.7%
+150.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.6% |
| 7D | -0.3% | -1.9% | +1.6% | -0.5% |
| 30D | -1.1% | +1.7% | -2.8% | -0.9% |
| 3M | -8.5% | -3.9% | -4.6% | -8.7% |
| 6M | -4.5% | -30.0% | +25.4% | -8.2% |
| YTD | +9.1% | -28.2% | +37.3% | +5.4% |
| 1Y | +8.0% | -35.6% | +43.6% | +2.9% |
| 3Y | +77.8% | -74.3% | +152.1% | +51.0% |
| 5Y | +69.4% | -80.8% | +150.2% | +38.4% |
| All | +69.4% | -80.7% | +150.0% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling