+28.1%
BA vs RVTY
+217.6%
-189.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.9% |
| 7D | -1.7% | +6.0% | -7.7% | -4.1% |
| 30D | -9.5% | +4.3% | -13.7% | -11.3% |
| 3M | -26.5% | +40.2% | -66.7% | -36.1% |
| 6M | -27.4% | +59.3% | -86.7% | -40.4% |
| YTD | -20.6% | +66.5% | -87.1% | -36.7% |
| 1Y | -11.4% | +77.5% | -88.9% | -31.4% |
| 3Y | -10.8% | +92.5% | -103.3% | -36.7% |
| 5Y | -21.9% | -6.8% | -15.1% | -25.3% |
| 10Y | +28.1% | +225.4% | -197.2% | -39.2% |
| All | +28.1% | +217.6% | -189.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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