+121.0%
QLD vs RVMD
+627.7%
-506.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.6% | +1.0% | -0.5% | +0.3% |
| 30D | -0.1% | +6.4% | -6.6% | -1.9% |
| 3M | -8.4% | +34.9% | -43.3% | -15.4% |
| 6M | +32.2% | +107.6% | -75.3% | +6.3% |
| YTD | +28.9% | +163.7% | -134.8% | -5.4% |
| 1Y | +43.8% | +439.2% | -395.4% | -15.6% |
| 3Y | +176.6% | +499.2% | -322.6% | +47.8% |
| All | +121.0% | +627.7% | -506.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling