-33.4%
BAX vs RVMD
+549.6%
-583.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -12.2% | +0.3% | -12.5% | -12.2% |
| 3M | +21.8% | +38.9% | -17.1% | +18.3% |
| 6M | +36.3% | +108.1% | -71.8% | +26.2% |
| YTD | +27.8% | +160.7% | -132.9% | +15.3% |
| 1Y | -0.1% | +407.3% | -407.3% | -16.1% |
| All | -33.4% | +549.6% | -583.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling