+583.5%
RVMD vs QID
-80.2%
+663.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -1.0% |
| 7D | -3.6% | +2.7% | -6.3% | -2.3% |
| 30D | -1.1% | +3.3% | -4.4% | +0.6% |
| 3M | +41.0% | -5.5% | +46.6% | +39.1% |
| 6M | +105.7% | -28.4% | +134.1% | +80.2% |
| YTD | +155.3% | -26.6% | +181.9% | +127.3% |
| 1Y | +402.7% | -34.1% | +436.9% | +328.5% |
| 3Y | +533.1% | -73.7% | +606.8% | +273.5% |
| 5Y | +583.5% | -80.7% | +664.2% | +347.5% |
| All | +583.5% | -80.2% | +663.7% | +347.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 5y: compounded portfolio wealth divided by compounded QID 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…
5y analysis · Full analysis span regression · 6 months rolling