+1,542.6%
QLD vs ENB
+108.4%
+1,434.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -1.0% |
| 7D | +12.5% | 0.0% | +12.5% | +12.4% |
| 30D | -15.7% | +1.4% | -17.1% | -16.7% |
| 3M | -11.9% | -5.2% | -6.7% | -8.9% |
| 6M | -10.3% | -9.9% | -0.3% | -4.6% |
| YTD | +15.6% | +4.7% | +10.9% | +7.8% |
| 1Y | +12.1% | +2.8% | +9.4% | +5.9% |
| 3Y | +150.7% | +71.3% | +79.4% | +51.3% |
| 5Y | +86.6% | +58.6% | +28.0% | +22.4% |
| All | +1,542.6% | +108.4% | +1,434.1% | +686.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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