+690.1%
RVMD vs QS
-46.4%
+736.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -3.0% | -3.6% | +0.7% | -2.6% |
| 30D | -0.7% | -17.2% | +16.5% | +1.6% |
| 3M | +36.5% | -27.0% | +63.5% | +41.2% |
| 6M | +104.6% | -24.6% | +129.2% | +109.9% |
| YTD | +155.8% | -49.3% | +205.2% | +174.0% |
| 1Y | +340.7% | -40.3% | +381.0% | +351.1% |
| 3Y | +519.9% | -23.8% | +543.7% | +459.2% |
| 5Y | +584.9% | -75.0% | +659.9% | +565.6% |
| All | +690.1% | -46.4% | +736.5% | +706.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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