-20.6%
BA vs RVTY
-7.6%
-13.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | -8.9% | +3.2% | -12.2% | -10.0% |
| 3M | -25.5% | +37.2% | -62.7% | -32.1% |
| 6M | -27.0% | +57.7% | -84.6% | -36.2% |
| YTD | -20.1% | +64.8% | -85.0% | -31.7% |
| 1Y | -11.0% | +72.8% | -83.8% | -25.1% |
| 3Y | -11.8% | +89.8% | -101.6% | -29.9% |
| 5Y | -20.6% | -8.4% | -12.2% | -23.2% |
| All | -20.6% | -7.6% | -13.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling