+349.3%
QLD vs RVMD
+525.1%
-175.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | +12.5% | -0.7% | +13.2% | +12.5% |
| 30D | -15.7% | -6.4% | -9.3% | -14.3% |
| 3M | -11.9% | -14.1% | +2.2% | -8.6% |
| 6M | -10.3% | +21.0% | -31.3% | -15.1% |
| YTD | +15.6% | +121.4% | -105.8% | -11.4% |
| 1Y | +12.1% | +167.9% | -155.8% | -18.7% |
| 3Y | +150.7% | +794.7% | -644.1% | +24.6% |
| 5Y | +86.6% | +437.2% | -350.5% | -7.9% |
| All | +349.3% | +525.1% | -175.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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