-78.2%
QID vs RVTY
-9.4%
-68.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.9% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +14.4% | +1.7% | +12.7% | +16.9% |
| 3M | +6.7% | +36.8% | -30.1% | +30.9% |
| 6M | +2.6% | +60.1% | -57.5% | +40.0% |
| YTD | -24.2% | +64.0% | -88.2% | +8.1% |
| 1Y | -22.3% | +68.2% | -90.5% | +13.1% |
| 3Y | -72.0% | +88.8% | -160.8% | -49.0% |
| 5Y | -78.2% | -10.5% | -67.6% | -75.2% |
| All | -78.2% | -9.4% | -68.8% | -75.2% |
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