-12.3%
BA vs RVMD
+175.3%
-187.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -0.6% | -0.7% | +0.2% | -0.6% |
| 30D | -8.0% | -6.4% | -1.6% | -7.7% |
| 3M | -25.8% | -14.1% | -11.7% | -25.2% |
| 6M | -27.6% | +21.0% | -48.6% | -28.5% |
| YTD | -21.0% | +121.4% | -142.4% | -23.2% |
| 1Y | -12.3% | +167.9% | -180.1% | -16.4% |
| All | -12.3% | +175.3% | -187.6% | -16.4% |
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