-4.7%
BAC vs RVMD
+175.3%
-180.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | -6.4% | -6.4% | 0.0% | -6.2% |
| 3M | -21.7% | -14.1% | -7.6% | -21.4% |
| 6M | +0.5% | +21.0% | -20.5% | +0.4% |
| YTD | -6.7% | +121.4% | -128.1% | -5.6% |
| 1Y | -4.7% | +167.9% | -172.6% | -7.8% |
| All | -4.7% | +175.3% | -180.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling