+391.8%
BAC vs RVTY
+140.1%
+251.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -0.7% | +10.8% | -11.6% | -4.4% |
| 3M | +16.9% | +26.8% | -9.9% | +7.1% |
| 6M | +29.6% | +39.3% | -9.7% | +14.0% |
| YTD | +15.3% | +31.6% | -16.4% | +2.8% |
| 1Y | +28.8% | +47.7% | -18.9% | +9.3% |
| 3Y | +136.4% | +19.9% | +116.5% | +108.3% |
| 5Y | +72.9% | -32.3% | +105.3% | +86.2% |
| 10Y | +391.8% | +138.4% | +253.3% | +166.0% |
| All | +391.8% | +140.1% | +251.7% | +166.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling