+112.9%
ENB vs QS
-60.6%
+173.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.8% | +8.3% | +0.5% |
| 7D | 0.0% | -5.6% | +5.6% | +0.1% |
| 30D | +1.4% | -5.8% | +7.2% | +1.4% |
| 3M | -5.2% | -39.2% | +34.0% | -4.6% |
| 6M | -9.9% | -53.9% | +44.0% | -9.2% |
| YTD | +4.7% | -62.8% | +67.4% | +5.7% |
| 1Y | +2.8% | -73.5% | +76.3% | +4.3% |
| 3Y | +71.3% | -29.1% | +100.4% | +68.9% |
| 5Y | +58.6% | -90.0% | +148.6% | +56.0% |
| All | +112.9% | -60.6% | +173.5% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling