+528.0%
XRT vs NDAQ
+1,345.1%
-817.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +0.9% | +0.8% | 0.0% | +0.6% |
| 30D | +7.9% | +16.5% | -8.6% | +1.0% |
| 3M | -0.2% | +13.5% | -13.7% | -5.7% |
| 6M | +5.6% | +20.9% | -15.4% | -3.5% |
| YTD | +5.7% | +11.4% | -5.7% | -0.7% |
| 1Y | +14.6% | +25.9% | -11.3% | +2.1% |
| 3Y | +50.7% | +119.9% | -69.2% | +4.2% |
| 5Y | -4.8% | +61.7% | -66.6% | -25.4% |
| 10Y | +152.6% | +481.6% | -328.9% | +14.1% |
| All | +528.0% | +1,345.1% | -817.0% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling