+62.6%
QLD vs RVTY
-10.3%
+72.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.4% | -7.3% | -9.5% |
| 7D | -18.6% | -9.0% | -9.5% | -13.7% |
| 30D | -28.3% | -1.6% | -26.7% | -27.5% |
| 3M | -20.4% | +31.2% | -51.6% | -33.1% |
| 6M | -14.3% | +63.6% | -77.9% | -38.3% |
| YTD | +2.8% | +56.3% | -53.5% | -25.2% |
| 1Y | -1.2% | +63.3% | -64.6% | -30.6% |
| 3Y | +135.3% | +72.4% | +62.9% | +45.7% |
| 5Y | +62.6% | -9.6% | +72.2% | +88.0% |
| All | +62.6% | -10.3% | +72.8% | +88.0% |
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