+20.6%
BAC vs RVMD
+466.1%
-445.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.6% |
| 7D | -1.9% | -9.5% | +7.7% | -1.0% |
| 30D | -7.2% | -6.8% | -0.3% | -6.7% |
| 3M | -20.4% | -12.1% | -8.3% | -19.6% |
| 6M | +1.3% | +25.4% | -24.1% | -1.6% |
| YTD | -6.4% | +126.9% | -133.3% | -16.3% |
| 1Y | -3.5% | +182.0% | -185.5% | -16.1% |
| 3Y | +96.7% | +816.8% | -720.1% | +46.3% |
| 5Y | +20.6% | +464.0% | -443.4% | -10.2% |
| All | +20.6% | +466.1% | -445.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling