+664.8%
ENB vs QID
-100.0%
+764.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.6% |
| 7D | 0.0% | -11.8% | +11.8% | -3.1% |
| 30D | +1.4% | +14.2% | -12.9% | +5.3% |
| 3M | -5.2% | +8.8% | -14.0% | -2.6% |
| 6M | -9.9% | +1.5% | -11.4% | -8.8% |
| YTD | +4.7% | -23.8% | +28.4% | -1.5% |
| 1Y | +2.8% | -22.0% | +24.8% | -2.5% |
| 3Y | +71.3% | -71.9% | +143.2% | +26.8% |
| 5Y | +58.6% | -77.6% | +136.2% | +20.5% |
| 10Y | +108.5% | -99.1% | +207.5% | -29.8% |
| All | +664.8% | -100.0% | +764.8% | +15.9% |
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