+84.3%
QLD vs ENB
+52.8%
+31.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -3.8% | -2.4% | -1.4% | -2.3% |
| 30D | -20.5% | +2.5% | -23.0% | -21.9% |
| 3M | -14.6% | -5.8% | -8.8% | -11.7% |
| 6M | -14.7% | -8.5% | -6.2% | -11.3% |
| YTD | +11.2% | +3.9% | +7.3% | +3.5% |
| 1Y | +7.1% | +3.7% | +3.4% | -0.4% |
| 3Y | +141.1% | +70.1% | +71.0% | +36.6% |
| 5Y | +84.3% | +53.2% | +31.1% | +30.8% |
| All | +84.3% | +52.8% | +31.5% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling