+9,127.5%
QLD vs ENB
+726.8%
+8,400.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -0.1% | -2.2% | +2.1% | +1.5% |
| 3M | -8.4% | -10.5% | +2.1% | -0.6% |
| 6M | +32.2% | -5.1% | +37.3% | +35.4% |
| YTD | +28.9% | +9.0% | +19.9% | +16.3% |
| 1Y | +43.8% | +8.2% | +35.6% | +29.9% |
| 3Y | +176.6% | +67.8% | +108.8% | +66.0% |
| 5Y | +121.6% | +69.4% | +52.2% | +33.7% |
| 10Y | +1,652.9% | +117.5% | +1,535.4% | +709.6% |
| All | +9,127.5% | +726.8% | +8,400.7% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling