+152.0%
QQQM vs RVTY
-1.4%
+153.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | -0.6% | -4.5% | +4.0% | +0.8% |
| 30D | -1.2% | +5.5% | -6.7% | -2.9% |
| 3M | -0.1% | +22.5% | -22.6% | -6.7% |
| 6M | +18.0% | +38.9% | -20.9% | +5.2% |
| YTD | +16.7% | +28.7% | -12.1% | +6.0% |
| 1Y | +23.0% | +45.5% | -22.4% | +6.8% |
| 3Y | +93.3% | +16.4% | +77.0% | +74.4% |
| 5Y | +96.3% | -32.7% | +129.0% | +114.3% |
| All | +152.0% | -1.4% | +153.4% | +135.6% |
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