+152.5%
QQQM vs RVTY
-1.7%
+154.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.5% |
| 7D | +1.0% | -5.4% | +6.4% | +2.7% |
| 30D | -0.6% | +6.7% | -7.4% | -2.7% |
| 3M | +1.3% | +19.0% | -17.7% | -4.5% |
| 6M | +18.2% | +34.6% | -16.5% | +6.5% |
| YTD | +16.9% | +28.3% | -11.3% | +6.4% |
| 1Y | +24.0% | +46.0% | -22.0% | +7.5% |
| 3Y | +96.0% | +16.9% | +79.2% | +76.5% |
| 5Y | +95.2% | -32.9% | +128.1% | +113.3% |
| All | +152.5% | -1.7% | +154.3% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling