+1,631.1%
QLD vs XRT
+128.5%
+1,502.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.7% |
| 7D | +0.6% | +0.8% | -0.2% | -0.3% |
| 30D | -0.1% | -4.2% | +4.1% | +4.0% |
| 3M | -8.4% | +5.1% | -13.4% | -13.5% |
| 6M | +32.2% | +2.4% | +29.8% | +28.2% |
| YTD | +28.9% | +3.2% | +25.7% | +23.7% |
| 1Y | +43.8% | +1.5% | +42.3% | +39.9% |
| 3Y | +176.6% | +40.6% | +136.0% | +93.0% |
| 5Y | +121.6% | -1.0% | +122.6% | +124.3% |
| All | +1,631.1% | +128.5% | +1,502.6% | +566.4% |
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