+67.2%
QLD vs RVTY
-7.4%
+74.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.9% |
| 7D | -10.3% | -1.2% | -9.1% | -9.6% |
| 30D | -26.1% | +1.0% | -27.1% | -26.4% |
| 3M | -17.8% | +35.8% | -53.6% | -32.3% |
| 6M | -15.6% | +56.7% | -72.3% | -37.4% |
| YTD | +5.4% | +60.7% | -55.3% | -24.6% |
| 1Y | +5.2% | +73.7% | -68.5% | -29.0% |
| 3Y | +139.4% | +82.8% | +56.7% | +42.1% |
| All | +67.2% | -7.4% | +74.6% | +88.5% |
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