+558.6%
QQQ vs XRT
+128.2%
+430.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | -0.6% | -3.2% | +2.6% | +1.1% |
| 30D | -1.2% | -4.5% | +3.3% | +1.0% |
| 3M | -0.2% | -3.1% | +2.9% | +1.0% |
| 6M | +17.9% | +4.2% | +13.7% | +14.9% |
| YTD | +16.6% | -0.1% | +16.7% | +16.0% |
| 1Y | +23.0% | -3.0% | +26.0% | +23.9% |
| 3Y | +92.9% | +41.8% | +51.2% | +57.8% |
| 5Y | +95.6% | -1.3% | +96.9% | +86.8% |
| All | +558.6% | +128.2% | +430.4% | +275.3% |
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