+152.0%
QQQM vs RVMD
+389.8%
-237.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -3.0% | +2.4% | -0.2% |
| 30D | -1.2% | -0.7% | -0.5% | -1.2% |
| 3M | -0.1% | +36.5% | -36.6% | -4.0% |
| 6M | +18.0% | +104.6% | -86.7% | +6.7% |
| YTD | +16.7% | +155.8% | -139.1% | +1.6% |
| 1Y | +23.0% | +340.7% | -317.6% | -0.8% |
| 3Y | +93.3% | +519.9% | -426.6% | +43.8% |
| 5Y | +96.3% | +584.9% | -488.7% | +33.1% |
| All | +152.0% | +389.8% | -237.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 all: compounded portfolio wealth divided by compounded RVMD 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…
all analysis · Full analysis span regression · 6 months rolling