-50.0%
BA vs RVMD
+510.7%
-560.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -1.1% | -10.4% | +9.3% | +0.7% |
| 30D | -7.1% | -11.0% | +3.8% | -5.6% |
| 3M | -25.5% | -14.7% | -10.8% | -23.9% |
| 6M | -28.7% | +14.9% | -43.6% | -31.2% |
| YTD | -21.0% | +116.3% | -137.3% | -34.3% |
| 1Y | -11.9% | +167.6% | -179.5% | -29.8% |
| 3Y | -16.2% | +776.8% | -792.9% | -49.2% |
| 5Y | -22.4% | +424.8% | -447.2% | -53.6% |
| All | -50.0% | +510.7% | -560.7% | -74.8% |
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