+123.7%
XRT vs NDAQ
+372.3%
-248.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.2% |
| 7D | -0.3% | -2.6% | +2.3% | +1.0% |
| 30D | -5.6% | +0.5% | -6.1% | -6.0% |
| 3M | +2.5% | +9.9% | -7.4% | -2.8% |
| 6M | +3.7% | +8.2% | -4.5% | -1.6% |
| YTD | +1.0% | -1.5% | +2.5% | +0.1% |
| 1Y | -1.2% | +1.3% | -2.5% | -3.8% |
| 3Y | +43.4% | +92.6% | -49.2% | -3.8% |
| 5Y | -0.7% | +53.8% | -54.6% | -25.9% |
| 10Y | +123.7% | +376.0% | -252.3% | -4.2% |
| All | +123.7% | +372.3% | -248.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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