+1,351.8%
QLD vs XRT
+149.4%
+1,202.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +4.3% |
| 7D | -10.3% | +0.9% | -11.1% | -11.1% |
| 30D | -26.1% | +7.9% | -34.0% | -32.0% |
| 3M | -17.8% | -0.2% | -17.6% | -18.5% |
| 6M | -15.6% | +5.6% | -21.1% | -21.4% |
| YTD | +5.4% | +5.7% | -0.3% | -2.0% |
| 1Y | +5.2% | +14.6% | -9.4% | -10.2% |
| 3Y | +139.4% | +50.7% | +88.8% | +54.8% |
| 5Y | +66.7% | -4.8% | +71.5% | +73.4% |
| All | +1,351.8% | +149.4% | +1,202.5% | +440.0% |
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