+93.9%
QQQ vs XRT
+42.7%
+51.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -0.6% | -5.6% | +5.0% | +2.1% |
| 3M | +0.4% | +2.5% | -2.1% | -1.3% |
| 6M | +20.1% | +3.7% | +16.4% | +17.2% |
| YTD | +17.2% | +1.0% | +16.2% | +15.8% |
| 1Y | +24.7% | -1.2% | +25.9% | +24.3% |
| All | +93.9% | +42.7% | +51.2% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling