-10.6%
BA vs RVMD
+244.4%
-255.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +2.0% |
| 7D | +5.9% | +5.8% | +0.1% | +5.6% |
| 30D | -8.2% | -3.8% | -4.3% | -8.0% |
| 3M | -25.4% | +3.2% | -28.6% | -25.5% |
| 6M | -20.0% | +35.0% | -55.0% | -21.5% |
| YTD | -18.5% | +150.7% | -169.2% | -21.3% |
| 1Y | -10.6% | +241.0% | -251.6% | -12.7% |
| All | -10.6% | +244.4% | -255.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling