+1,093.8%
BAC vs RVTY
+2,959.8%
-1,865.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.9% | -0.7% | -1.1% | -1.7% |
| 30D | -7.2% | +1.7% | -8.9% | -7.9% |
| 3M | -20.4% | +36.8% | -57.2% | -28.4% |
| 6M | +1.3% | +60.1% | -58.8% | -13.8% |
| YTD | -6.4% | +64.0% | -70.4% | -21.6% |
| 1Y | -3.5% | +68.2% | -71.7% | -20.0% |
| 3Y | +96.7% | +88.8% | +7.9% | +53.1% |
| 5Y | +20.6% | -10.5% | +31.1% | +15.5% |
| 10Y | +233.0% | +219.7% | +13.3% | +108.1% |
| All | +1,093.8% | +2,959.8% | -1,865.9% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling