+81.1%
QLD vs RVTY
-6.1%
+87.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +4.6% |
| 7D | -1.4% | +6.0% | -7.4% | -4.7% |
| 30D | -19.6% | +4.3% | -23.9% | -21.4% |
| 3M | -14.1% | +40.2% | -54.4% | -30.6% |
| 6M | -13.6% | +59.3% | -72.9% | -36.5% |
| YTD | +12.5% | +66.5% | -54.0% | -21.1% |
| 1Y | +13.1% | +77.5% | -64.3% | -24.5% |
| 3Y | +154.7% | +92.5% | +62.2% | +46.0% |
| 5Y | +81.1% | -6.8% | +87.9% | +100.2% |
| All | +81.1% | -6.1% | +87.2% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling