+23.5%
XRT vs QQQI
+57.7%
-34.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | +0.8% | -3.2% | -3.0% |
| 30D | -6.9% | +0.2% | -7.1% | -7.1% |
| 3M | -0.4% | +2.3% | -2.7% | -2.5% |
| 6M | +2.2% | +11.6% | -9.4% | -6.8% |
| YTD | -0.7% | +11.3% | -12.0% | -9.3% |
| 1Y | -2.0% | +17.4% | -19.4% | -14.4% |
| All | +23.5% | +57.7% | -34.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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