+81.1%
QLD vs XRT
-1.2%
+82.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +2.7% |
| 7D | -1.4% | +2.5% | -3.9% | -4.0% |
| 30D | -19.6% | +10.3% | -29.9% | -28.5% |
| 3M | -14.1% | +2.4% | -16.5% | -17.2% |
| 6M | -13.6% | +10.0% | -23.6% | -24.0% |
| YTD | +12.5% | +9.5% | +3.0% | -0.6% |
| 1Y | +13.1% | +17.2% | -4.0% | -7.9% |
| 3Y | +154.7% | +62.0% | +92.7% | +37.4% |
| 5Y | +81.1% | -2.1% | +83.2% | +81.1% |
| All | +81.1% | -1.2% | +82.3% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling