+61.1%
ENB vs QSR
+40.5%
+20.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -4.7% | -4.0% | -0.6% | -3.7% |
| 30D | -5.9% | +2.8% | -8.6% | -6.6% |
| 3M | -14.2% | +5.1% | -19.3% | -15.5% |
| 6M | -8.6% | +8.8% | -17.4% | -11.0% |
| YTD | +3.9% | +14.8% | -10.9% | -0.6% |
| 1Y | +1.8% | +25.7% | -23.9% | -5.5% |
| 3Y | +68.5% | +27.5% | +41.0% | +52.2% |
| All | +61.1% | +40.5% | +20.5% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling