-5.3%
BAC vs RVTY
+69.5%
-74.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -7.7% | +1.0% | -8.7% | -7.8% |
| 3M | -21.2% | +35.8% | -57.0% | -24.8% |
| 6M | -6.8% | +56.7% | -63.5% | -13.8% |
| YTD | -8.7% | +60.7% | -69.4% | -17.5% |
| 1Y | -5.3% | +73.7% | -79.0% | -16.2% |
| All | -5.3% | +69.5% | -74.8% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling