-10.1%
BA vs RVMD
+793.5%
-803.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.7% | -0.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -7.9% | -4.3% | -3.6% | -7.6% |
| 3M | -25.3% | -2.8% | -22.5% | -25.3% |
| 6M | -24.6% | +27.3% | -51.9% | -27.2% |
| YTD | -20.1% | +141.4% | -161.5% | -30.9% |
| 1Y | -11.8% | +213.3% | -225.0% | -27.4% |
| 3Y | -10.1% | +792.7% | -802.8% | -39.6% |
| All | -10.1% | +793.5% | -803.6% | -39.6% |
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