+43.8%
QLD vs XRT
+3.4%
+40.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.4% |
| 7D | +0.6% | +0.8% | -0.2% | 0.0% |
| 30D | -0.1% | -4.2% | +4.1% | +3.0% |
| 3M | -8.4% | +5.1% | -13.4% | -12.7% |
| 6M | +32.2% | +2.4% | +29.8% | +27.3% |
| YTD | +28.9% | +3.2% | +25.7% | +23.3% |
| 1Y | +43.8% | +1.5% | +42.3% | +36.6% |
| All | +43.8% | +3.4% | +40.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling