+2.6%
QLD vs ENB
+7.9%
-5.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.4% | -11.4% | -13.2% |
| 7D | -18.6% | -2.4% | -16.2% | -19.4% |
| 30D | -28.3% | +3.4% | -31.7% | -27.2% |
| 3M | -20.4% | -6.1% | -14.3% | -21.9% |
| 6M | -14.3% | -10.0% | -4.2% | -17.1% |
| YTD | +2.8% | +4.7% | -1.9% | +4.0% |
| All | +2.6% | +7.9% | -5.3% | +4.3% |
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 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