+23.3%
BA vs RVTY
+211.6%
-188.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.1% | +1.5% | -8.7% | -8.2% |
| 3M | -25.5% | +31.5% | -57.0% | -33.8% |
| 6M | -28.7% | +62.7% | -91.4% | -42.0% |
| YTD | -21.0% | +60.0% | -81.0% | -36.1% |
| 1Y | -11.9% | +65.7% | -77.6% | -29.9% |
| 3Y | -16.2% | +85.2% | -101.4% | -39.6% |
| 5Y | -22.4% | -14.9% | -7.5% | -22.5% |
| All | +23.3% | +211.6% | -188.3% | -40.9% |
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