+1,553.3%
QLD vs RVTY
+219.4%
+1,333.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.2% | +5.0% |
| 7D | -1.2% | -0.7% | -0.4% | -0.2% |
| 30D | -15.7% | +1.7% | -17.5% | -16.7% |
| 3M | -10.0% | +36.8% | -46.8% | -30.2% |
| 6M | -11.2% | +60.1% | -71.3% | -40.3% |
| YTD | +16.4% | +64.0% | -47.6% | -25.2% |
| 1Y | +12.7% | +68.2% | -55.5% | -29.6% |
| 3Y | +152.3% | +88.8% | +63.5% | +28.3% |
| 5Y | +91.8% | -10.5% | +102.3% | +97.5% |
| All | +1,553.3% | +219.4% | +1,333.9% | +414.3% |
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