+7,256.1%
QLD vs ENB
+694.1%
+6,562.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.4% | -11.4% | -11.6% |
| 7D | -18.6% | -2.4% | -16.2% | -16.8% |
| 30D | -28.3% | +3.4% | -31.7% | -30.4% |
| 3M | -20.4% | -6.1% | -14.3% | -16.7% |
| 6M | -14.3% | -10.0% | -4.2% | -8.3% |
| YTD | +2.8% | +4.7% | -1.9% | -4.6% |
| 1Y | -1.2% | +7.5% | -8.7% | -10.7% |
| 3Y | +135.3% | +69.1% | +66.2% | +39.8% |
| 5Y | +62.6% | +50.4% | +12.2% | +8.3% |
| 10Y | +1,384.3% | +108.0% | +1,276.3% | +613.4% |
| All | +7,256.1% | +694.1% | +6,562.1% | +633.3% |
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