+1,542.6%
QLD vs XRT
+135.4%
+1,407.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +1.2% |
| 7D | +12.5% | -0.4% | +12.9% | +13.0% |
| 30D | -15.7% | +7.5% | -23.2% | -22.1% |
| 3M | -11.9% | +2.3% | -14.3% | -14.8% |
| 6M | -10.3% | +12.8% | -23.1% | -21.8% |
| YTD | +15.6% | +7.1% | +8.5% | +6.1% |
| 1Y | +12.1% | +12.3% | -0.1% | -2.2% |
| 3Y | +150.7% | +57.0% | +93.7% | +55.2% |
| 5Y | +86.6% | -4.3% | +90.9% | +93.1% |
| All | +1,542.6% | +135.4% | +1,407.2% | +497.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling