+98.6%
ENB vs QSR
+206.0%
-107.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | 0.0% |
| 7D | -0.3% | -2.4% | +2.0% | +0.6% |
| 30D | -1.1% | +5.7% | -6.8% | -3.3% |
| 3M | -8.5% | +6.9% | -15.4% | -11.2% |
| 6M | -4.5% | +6.9% | -11.4% | -7.7% |
| YTD | +9.1% | +14.9% | -5.8% | +2.0% |
| 1Y | +8.0% | +29.1% | -21.1% | -4.1% |
| 3Y | +77.8% | +26.1% | +51.7% | +56.0% |
| 5Y | +69.4% | +42.3% | +27.1% | +38.8% |
| 10Y | +100.5% | +134.0% | -33.5% | +22.7% |
| All | +98.6% | +206.0% | -107.4% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling