-3.8%
BAH vs RVTY
-32.1%
+28.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -4.5% | +10.8% | -15.3% | -6.1% |
| 3M | -7.6% | +26.8% | -34.4% | -11.7% |
| 6M | -10.6% | +39.3% | -49.9% | -16.5% |
| YTD | -12.6% | +31.6% | -44.2% | -17.3% |
| 1Y | -27.0% | +47.7% | -74.7% | -32.3% |
| 3Y | -31.5% | +19.9% | -51.4% | -34.8% |
| 5Y | -3.8% | -32.3% | +28.5% | -8.1% |
| All | -3.8% | -32.1% | +28.3% | -8.1% |
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