+71.4%
BAC vs RVTY
-30.5%
+102.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -0.4% | +13.2% | -13.6% | -3.8% |
| 3M | +16.9% | +27.2% | -10.3% | +9.0% |
| 6M | +26.6% | +32.4% | -5.8% | +16.2% |
| YTD | +15.8% | +34.9% | -19.1% | +5.2% |
| 1Y | +27.2% | +52.4% | -25.2% | +10.9% |
| 3Y | +132.4% | +12.3% | +120.1% | +115.5% |
| All | +71.4% | -30.5% | +102.0% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling