-3.5%
BAC vs RVTY
+71.7%
-75.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.1% | -2.7% | +4.7% | +2.4% |
| 30D | -6.7% | +3.2% | -9.9% | -7.2% |
| 3M | -20.2% | +37.2% | -57.4% | -23.9% |
| 6M | -0.2% | +57.7% | -57.9% | -7.6% |
| YTD | -6.4% | +64.8% | -71.2% | -15.8% |
| All | -3.5% | +71.7% | -75.2% | -14.2% |
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