+5.2%
QLD vs ENB
+5.2%
0.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +1.6% |
| 7D | -10.3% | -5.2% | -5.1% | -12.2% |
| 30D | -26.1% | +2.2% | -28.2% | -25.3% |
| 3M | -17.8% | -8.1% | -9.7% | -19.9% |
| 6M | -15.6% | -11.2% | -4.4% | -18.9% |
| YTD | +5.4% | +2.0% | +3.4% | +5.7% |
| 1Y | +5.2% | +4.1% | +1.2% | +6.0% |
| All | +5.2% | +5.2% | 0.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling