-1.8%
BA vs RVMD
+530.7%
-532.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | +1.0% | +0.1% | +1.1% |
| 30D | -11.6% | +6.4% | -18.1% | -12.2% |
| 3M | -2.4% | +34.9% | -37.3% | -5.2% |
| 6M | -6.6% | +107.6% | -114.2% | -13.8% |
| YTD | -2.2% | +163.7% | -165.9% | -12.4% |
| 1Y | -8.0% | +439.2% | -447.2% | -24.4% |
| All | -1.8% | +530.7% | -532.4% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling