-67.1%
BAX vs RVMD
+591.3%
-658.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.9% |
| 6M | +36.3% | +108.1% | -71.8% | +28.3% |
| YTD | +27.8% | +160.7% | -132.9% | +18.0% |
| 1Y | -0.1% | +407.3% | -407.3% | -12.3% |
| 3Y | -33.3% | +546.6% | -579.9% | -43.3% |
| 5Y | -67.1% | +579.8% | -646.9% | -72.6% |
| All | -67.1% | +591.3% | -658.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling