+1,376.8%
BAC vs RVTY
+2,416.7%
-1,039.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -0.4% | +13.2% | -13.6% | -4.4% |
| 3M | +16.9% | +27.2% | -10.3% | +7.7% |
| 6M | +26.6% | +32.4% | -5.8% | +14.6% |
| YTD | +15.8% | +34.9% | -19.1% | +3.7% |
| 1Y | +27.2% | +52.4% | -25.2% | +8.9% |
| 3Y | +132.4% | +12.3% | +120.1% | +112.8% |
| 5Y | +72.6% | -30.8% | +103.4% | +80.1% |
| 10Y | +389.7% | +150.7% | +239.1% | +231.9% |
| All | +1,376.8% | +2,416.7% | -1,039.9% | +369.6% |
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 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