+176.1%
QLD vs ENB
+67.6%
+108.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.1% | -2.2% | +2.1% | +0.3% |
| 3M | -8.4% | -10.5% | +2.1% | -6.3% |
| 6M | +32.2% | -5.1% | +37.3% | +32.5% |
| YTD | +28.9% | +9.0% | +19.9% | +22.5% |
| 1Y | +43.8% | +8.2% | +35.6% | +36.9% |
| All | +176.1% | +67.6% | +108.5% | +109.5% |
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