+136.4%
BAC vs RVMD
+549.6%
-413.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.6% | -0.7% | +1.4% | +0.7% |
| 30D | -1.4% | +0.3% | -1.7% | -1.4% |
| 3M | +15.7% | +38.9% | -23.1% | +12.2% |
| 6M | +32.2% | +108.1% | -75.9% | +22.2% |
| YTD | +15.8% | +160.7% | -145.0% | +3.3% |
| 1Y | +27.3% | +407.3% | -380.0% | +3.2% |
| All | +136.4% | +549.6% | -413.2% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling