+141.1%
QLD vs ENB
+69.4%
+71.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.8% | -2.4% | -1.4% | -3.5% |
| 30D | -20.5% | +2.5% | -23.0% | -20.7% |
| 3M | -14.6% | -5.8% | -8.8% | -13.9% |
| 6M | -14.7% | -8.5% | -6.2% | -14.2% |
| YTD | +11.2% | +3.9% | +7.3% | +6.8% |
| 1Y | +7.1% | +3.7% | +3.4% | +2.9% |
| 3Y | +141.1% | +70.1% | +71.0% | +102.0% |
| All | +141.1% | +69.4% | +71.6% | +102.0% |
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 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