+62.6%
QLD vs XRT
-3.3%
+65.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -9.6% |
| 7D | -18.6% | +2.3% | -20.9% | -20.6% |
| 30D | -28.3% | +9.8% | -38.1% | -35.9% |
| 3M | -20.4% | -0.2% | -20.2% | -21.1% |
| 6M | -14.3% | +8.4% | -22.7% | -23.3% |
| YTD | +2.8% | +7.5% | -4.8% | -7.4% |
| 1Y | -1.2% | +13.2% | -14.4% | -16.4% |
| 3Y | +135.3% | +52.0% | +83.3% | +37.0% |
| 5Y | +62.6% | -3.2% | +65.7% | +60.6% |
| All | +62.6% | -3.3% | +65.9% | +60.6% |
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 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