-68.7%
BAX vs RVMD
+525.1%
-593.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | +3.4% | -6.4% | +9.8% | +3.8% |
| 3M | -4.5% | -14.1% | +9.6% | -3.6% |
| 6M | +44.0% | +21.0% | +23.0% | +41.6% |
| YTD | +34.9% | +121.4% | -86.5% | +25.6% |
| 1Y | +37.9% | +167.9% | -130.0% | +26.6% |
| 3Y | -17.1% | +794.7% | -811.8% | -30.3% |
| 5Y | -64.3% | +437.2% | -501.4% | -70.0% |
| All | -68.7% | +525.1% | -593.8% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling