+1,351.8%
QLD vs RVTY
+206.3%
+1,145.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.4% |
| 7D | -10.3% | -1.2% | -9.1% | -9.5% |
| 30D | -26.1% | +1.0% | -27.1% | -26.6% |
| 3M | -17.8% | +35.8% | -53.6% | -35.9% |
| 6M | -15.6% | +56.7% | -72.3% | -42.3% |
| YTD | +5.4% | +60.7% | -55.3% | -31.3% |
| 1Y | +5.2% | +73.7% | -68.5% | -36.1% |
| 3Y | +139.4% | +82.8% | +56.7% | +25.1% |
| 5Y | +66.7% | -7.0% | +73.7% | +63.9% |
| All | +1,351.8% | +206.3% | +1,145.5% | +378.9% |
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