+146.0%
QLD vs RVMD
+781.3%
-635.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | +7.0% | -10.4% | +17.4% | +9.8% |
| 30D | -14.3% | -11.0% | -3.3% | -11.9% |
| 3M | -16.0% | -14.7% | -1.3% | -13.0% |
| 6M | -14.2% | +14.9% | -29.1% | -17.0% |
| YTD | +12.8% | +116.3% | -103.6% | -10.6% |
| 1Y | +14.1% | +167.6% | -153.6% | -16.1% |
| 3Y | +146.0% | +776.8% | -630.8% | +17.6% |
| All | +146.0% | +781.3% | -635.3% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling