+1,351.8%
QLD vs ENB
+100.6%
+1,251.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +4.4% |
| 7D | -10.3% | -5.2% | -5.1% | -6.6% |
| 30D | -26.1% | +2.2% | -28.2% | -27.5% |
| 3M | -17.8% | -8.1% | -9.7% | -13.0% |
| 6M | -15.6% | -11.2% | -4.4% | -9.5% |
| YTD | +5.4% | +2.0% | +3.4% | +0.1% |
| 1Y | +5.2% | +4.1% | +1.2% | -1.9% |
| 3Y | +139.4% | +64.7% | +74.7% | +49.1% |
| 5Y | +66.7% | +46.6% | +20.1% | +16.3% |
| All | +1,351.8% | +100.6% | +1,251.2% | +647.3% |
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