+1,450.1%
QLD vs RVTY
+212.9%
+1,237.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.4% |
| 7D | -3.8% | -2.7% | -1.1% | -1.4% |
| 30D | -20.5% | +3.2% | -23.8% | -22.3% |
| 3M | -14.6% | +37.2% | -51.8% | -33.9% |
| 6M | -14.7% | +57.7% | -72.4% | -41.9% |
| YTD | +11.2% | +64.8% | -53.7% | -28.8% |
| 1Y | +7.1% | +72.8% | -65.7% | -34.6% |
| 3Y | +141.1% | +89.8% | +51.3% | +22.1% |
| 5Y | +84.3% | -8.4% | +92.7% | +85.6% |
| 10Y | +1,450.1% | +219.5% | +1,230.6% | +381.8% |
| All | +1,450.1% | +212.9% | +1,237.1% | +381.8% |
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