-38.5%
BA vs RVMD
+634.9%
-673.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | -10.1% | +1.1% | -11.2% | -10.4% |
| 3M | -2.4% | +39.6% | -42.0% | -8.4% |
| 6M | -8.8% | +110.7% | -119.5% | -22.1% |
| YTD | -2.9% | +160.3% | -163.2% | -21.5% |
| 1Y | -8.8% | +404.9% | -413.7% | -35.8% |
| 3Y | -0.3% | +545.5% | -545.7% | -37.0% |
| 5Y | -0.3% | +584.7% | -585.0% | -43.7% |
| All | -38.5% | +634.9% | -673.4% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling