+1,418.0%
QLD vs ENB
+99.8%
+1,318.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.0% |
| 7D | -1.4% | -3.7% | +2.2% | +1.4% |
| 30D | -19.6% | +1.7% | -21.3% | -20.8% |
| 3M | -14.1% | -6.3% | -7.8% | -10.4% |
| 6M | -13.6% | -9.2% | -4.4% | -8.9% |
| YTD | +12.5% | +3.1% | +9.4% | +6.1% |
| 1Y | +13.1% | +3.4% | +9.8% | +6.2% |
| 3Y | +154.7% | +68.9% | +85.8% | +55.5% |
| 5Y | +81.1% | +51.7% | +29.4% | +23.0% |
| 10Y | +1,418.0% | +98.3% | +1,319.6% | +673.8% |
| All | +1,418.0% | +99.8% | +1,318.2% | +673.8% |
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