+1,628.2%
QLD vs RVTY
+149.2%
+1,479.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +0.6% | +1.1% | -0.5% | -0.3% |
| 30D | -0.1% | +13.2% | -13.3% | -9.5% |
| 3M | -8.4% | +27.2% | -35.6% | -25.3% |
| 6M | +32.2% | +32.4% | -0.2% | +2.7% |
| YTD | +28.9% | +34.9% | -6.0% | -2.8% |
| 1Y | +43.8% | +52.4% | -8.5% | -3.4% |
| 3Y | +176.6% | +12.3% | +164.3% | +119.2% |
| 5Y | +121.6% | -30.8% | +152.4% | +183.5% |
| All | +1,628.2% | +149.2% | +1,479.1% | +548.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling