+70.3%
BAC vs RVMD
+525.1%
-454.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | -6.4% | -6.4% | 0.0% | -5.8% |
| 3M | -21.7% | -14.1% | -7.6% | -20.5% |
| 6M | +0.5% | +21.0% | -20.5% | -2.6% |
| YTD | -6.7% | +121.4% | -128.1% | -18.5% |
| 1Y | -4.7% | +167.9% | -172.6% | -19.1% |
| 3Y | +96.1% | +794.7% | -698.6% | +36.6% |
| 5Y | +21.7% | +437.2% | -415.5% | -15.1% |
| All | +70.3% | +525.1% | -454.8% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling