+263.2%
BAC vs RVTY
+206.3%
+56.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.6% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -7.7% | +1.0% | -8.7% | -8.2% |
| 3M | -21.2% | +35.8% | -57.0% | -29.5% |
| 6M | -6.8% | +56.7% | -63.5% | -21.2% |
| YTD | -8.7% | +60.7% | -69.4% | -24.3% |
| 1Y | -5.3% | +73.7% | -79.0% | -23.9% |
| 3Y | +87.4% | +82.8% | +4.7% | +42.0% |
| 5Y | +18.9% | -7.0% | +25.9% | +13.0% |
| All | +263.2% | +206.3% | +56.9% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling