+2,101.7%
QQQ vs XRT
+514.3%
+1,587.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | +0.4% | +0.8% | -0.5% | -0.1% |
| 30D | +0.2% | -4.2% | +4.4% | +2.6% |
| 3M | -2.8% | +5.1% | -7.9% | -5.9% |
| 6M | +18.0% | +2.4% | +15.6% | +15.8% |
| YTD | +17.3% | +3.2% | +14.1% | +14.4% |
| 1Y | +25.6% | +1.5% | +24.1% | +23.2% |
| 3Y | +93.7% | +40.6% | +53.2% | +54.7% |
| 5Y | +94.2% | -1.0% | +95.1% | +85.7% |
| 10Y | +557.9% | +128.4% | +429.4% | +244.1% |
| All | +2,101.7% | +514.3% | +1,587.4% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling