+7.0%
XRT vs Q
+74.5%
-67.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.6% |
| 7D | -0.4% | +11.5% | -11.9% | -1.2% |
| 30D | +7.5% | -0.2% | +7.7% | +7.5% |
| 3M | +2.3% | -13.6% | +15.9% | +3.6% |
| 6M | +12.8% | -27.0% | +39.9% | +16.0% |
| YTD | +7.1% | +50.5% | -43.5% | -3.7% |
| 1Y | +12.3% | +33.8% | -21.5% | +1.7% |
| All | +7.0% | +74.5% | -67.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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