+191.5%
BAH vs RVTY
+134.6%
+56.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.7% |
| 7D | -1.3% | -5.4% | +4.1% | -0.1% |
| 30D | -6.6% | +6.7% | -13.4% | -8.1% |
| 3M | -7.2% | +19.0% | -26.2% | -11.2% |
| 6M | -10.0% | +34.6% | -44.6% | -16.9% |
| YTD | -12.5% | +28.3% | -40.7% | -18.2% |
| 1Y | -27.9% | +46.0% | -73.9% | -34.7% |
| 3Y | -31.4% | +16.9% | -48.3% | -36.0% |
| 5Y | -3.2% | -32.9% | +29.7% | +1.1% |
| 10Y | +191.5% | +141.6% | +49.8% | +94.4% |
| All | +191.5% | +134.6% | +56.9% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling