+70.1%
ENB vs QSR
+25.0%
+45.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.7% |
| 7D | -4.6% | -4.7% | +0.1% | -3.8% |
| 30D | -5.2% | +4.3% | -9.5% | -6.0% |
| 3M | -13.4% | +5.4% | -18.8% | -14.3% |
| 6M | -7.8% | +8.2% | -16.0% | -9.4% |
| YTD | +4.9% | +14.1% | -9.2% | +1.9% |
| 1Y | +3.2% | +28.1% | -24.9% | -2.6% |
| All | +70.1% | +25.0% | +45.1% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling