+696.3%
ENB vs QID
-100.0%
+796.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.2% | -0.6% | +0.4% | -0.4% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | -10.5% | +3.7% | -14.2% | -9.2% |
| 6M | -5.1% | -29.9% | +24.8% | -13.0% |
| YTD | +9.0% | -28.8% | +37.7% | +0.3% |
| 1Y | +8.2% | -37.2% | +45.4% | -3.4% |
| 3Y | +67.8% | -73.7% | +141.5% | +22.0% |
| 5Y | +69.4% | -80.7% | +150.1% | +22.8% |
| 10Y | +117.5% | -99.1% | +216.6% | -28.0% |
| All | +696.3% | -100.0% | +796.2% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling