+94.5%
QQQ vs XRT
-2.4%
+96.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.6% |
| 7D | +1.0% | -2.4% | +3.4% | +2.4% |
| 30D | -0.6% | -6.9% | +6.3% | +3.3% |
| 3M | +1.3% | -0.4% | +1.7% | +1.1% |
| 6M | +18.1% | +2.2% | +15.9% | +15.9% |
| YTD | +16.9% | -0.7% | +17.6% | +16.4% |
| 1Y | +24.0% | -2.0% | +26.0% | +24.1% |
| 3Y | +95.6% | +41.0% | +54.6% | +54.5% |
| 5Y | +94.5% | -3.3% | +97.8% | +82.0% |
| All | +94.5% | -2.4% | +96.9% | +82.0% |
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 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