-80.8%
QID vs RVTY
-34.2%
-46.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | -1.1% |
| 7D | -1.9% | -5.4% | +3.5% | -5.2% |
| 30D | +1.7% | +6.7% | -5.0% | +6.1% |
| 3M | -3.9% | +19.0% | -22.9% | +7.7% |
| 6M | -30.0% | +34.6% | -64.6% | -13.4% |
| YTD | -28.2% | +28.3% | -56.5% | -12.9% |
| 1Y | -35.6% | +46.0% | -81.7% | -13.6% |
| 3Y | -74.3% | +16.9% | -91.2% | -67.4% |
| 5Y | -80.8% | -32.9% | -47.9% | -82.1% |
| All | -80.8% | -34.2% | -46.6% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling