+1,502.1%
QLD vs ENB
+109.5%
+1,392.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +7.0% | +3.1% | +3.9% | +4.6% |
| 30D | -14.3% | +2.1% | -16.4% | -15.8% |
| 3M | -16.0% | -4.4% | -11.6% | -13.6% |
| 6M | -14.2% | -10.1% | -4.2% | -8.8% |
| YTD | +12.8% | +5.2% | +7.6% | +4.7% |
| 1Y | +14.1% | +4.2% | +9.8% | +6.4% |
| 3Y | +146.0% | +70.1% | +75.9% | +49.5% |
| 5Y | +82.0% | +59.4% | +22.6% | +18.9% |
| All | +1,502.1% | +109.5% | +1,392.7% | +664.1% |
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