+202.5%
BAH vs RVTY
+219.6%
-17.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +18.0% | +1.7% | +16.3% | +17.2% |
| 3M | +11.4% | +36.8% | -25.4% | +3.4% |
| 6M | +17.7% | +60.1% | -42.4% | +4.6% |
| YTD | +5.4% | +64.0% | -58.6% | -7.3% |
| 1Y | +2.8% | +68.2% | -65.5% | -10.1% |
| 3Y | -26.7% | +88.8% | -115.4% | -38.6% |
| 5Y | +8.1% | -10.5% | +18.6% | +5.3% |
| 10Y | +202.5% | +219.7% | -17.2% | +82.8% |
| All | +202.5% | +219.6% | -17.0% | +82.8% |
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