+153.2%
QQQM vs XRT
+73.3%
+79.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.9% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -0.7% | -5.6% | +5.0% | +1.9% |
| 3M | +0.4% | +2.5% | -2.1% | -1.0% |
| 6M | +20.1% | +3.7% | +16.4% | +17.6% |
| YTD | +17.2% | +1.0% | +16.3% | +16.1% |
| 1Y | +24.7% | -1.2% | +26.0% | +24.5% |
| 3Y | +96.6% | +43.4% | +53.2% | +64.1% |
| 5Y | +95.0% | -0.7% | +95.8% | +76.2% |
| All | +153.2% | +73.3% | +79.9% | +96.9% |
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