+113.4%
ENB vs QS
-47.4%
+160.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -3.8% |
| 7D | -4.6% | -5.0% | +0.4% | -4.5% |
| 30D | -5.2% | -18.3% | +13.1% | -5.0% |
| 3M | -13.4% | -26.0% | +12.6% | -13.1% |
| 6M | -7.8% | -24.0% | +16.2% | -7.6% |
| YTD | +4.9% | -50.3% | +55.2% | +5.7% |
| 1Y | +3.2% | -38.0% | +41.2% | +3.3% |
| 3Y | +71.0% | -24.6% | +95.6% | +68.6% |
| 5Y | +64.0% | -75.4% | +139.4% | +61.5% |
| All | +113.4% | -47.4% | +160.8% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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