+91.6%
QQQM vs RVTY
+13.9%
+77.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.6% |
| 7D | -1.3% | -7.4% | +6.2% | +0.3% |
| 30D | -1.4% | +4.5% | -5.9% | -2.3% |
| 3M | +2.2% | +19.5% | -17.3% | -2.0% |
| 6M | +16.9% | +34.1% | -17.2% | +8.9% |
| YTD | +15.7% | +25.3% | -9.6% | +9.0% |
| 1Y | +22.7% | +47.0% | -24.3% | +11.2% |
| All | +91.6% | +13.9% | +77.8% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling