+133.5%
QLD vs ENB
+68.0%
+65.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.4% | -11.4% | -12.6% |
| 7D | -18.6% | -2.4% | -16.2% | -18.4% |
| 30D | -28.3% | +3.4% | -31.7% | -28.5% |
| 3M | -20.4% | -6.1% | -14.3% | -19.7% |
| 6M | -14.3% | -10.0% | -4.2% | -13.4% |
| YTD | +2.8% | +4.7% | -1.9% | -1.3% |
| 1Y | -1.2% | +7.5% | -8.7% | -6.3% |
| All | +133.5% | +68.0% | +65.5% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling