+1,570.9%
QQQ vs ENB
+2,851.9%
-1,281.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +0.2% | -2.2% | +2.5% | +0.9% |
| 3M | -2.8% | -10.5% | +7.7% | +0.3% |
| 6M | +18.0% | -5.1% | +23.1% | +19.4% |
| YTD | +17.3% | +9.0% | +8.4% | +13.3% |
| 1Y | +25.6% | +8.2% | +17.4% | +21.4% |
| 3Y | +93.7% | +67.8% | +26.0% | +61.3% |
| 5Y | +94.2% | +69.4% | +24.8% | +60.8% |
| 10Y | +557.9% | +117.5% | +440.3% | +386.7% |
| All | +1,570.9% | +2,851.9% | -1,281.0% | +762.9% |
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