-60.8%
QS vs RVTY
+34.0%
-94.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.1% | -7.4% |
| 7D | -5.6% | +4.1% | -9.7% | -7.7% |
| 30D | -5.8% | +1.3% | -7.1% | -6.5% |
| 3M | -39.2% | +33.3% | -72.4% | -49.5% |
| 6M | -53.9% | +58.3% | -112.2% | -66.2% |
| YTD | -62.8% | +62.7% | -125.5% | -73.4% |
| 1Y | -73.5% | +67.2% | -140.7% | -81.5% |
| 3Y | -29.1% | +87.3% | -116.4% | -53.6% |
| 5Y | -90.0% | -13.4% | -76.6% | -91.3% |
| All | -60.8% | +34.0% | -94.9% | -46.3% |
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 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