+94.5%
QQQ vs ENB
+68.4%
+26.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.6% | -1.1% | +0.4% | -0.3% |
| 3M | +1.3% | -8.5% | +9.8% | +4.0% |
| 6M | +18.1% | -4.5% | +22.7% | +19.1% |
| YTD | +16.9% | +9.1% | +7.8% | +11.7% |
| 1Y | +24.0% | +8.0% | +16.0% | +18.8% |
| 3Y | +95.6% | +77.8% | +17.8% | +47.0% |
| 5Y | +94.5% | +69.4% | +25.1% | +51.1% |
| All | +94.5% | +68.4% | +26.1% | +51.1% |
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