-68.6%
BAX vs RVMD
+644.5%
-713.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.1% | +1.0% | -2.2% | -1.2% |
| 30D | -5.5% | +6.4% | -11.9% | -5.9% |
| 3M | +33.5% | +34.9% | -1.4% | +30.6% |
| 6M | +35.9% | +107.6% | -71.7% | +27.9% |
| YTD | +35.4% | +163.7% | -128.3% | +24.8% |
| 1Y | +9.8% | +439.2% | -429.5% | -4.1% |
| 3Y | -32.7% | +499.2% | -531.9% | -42.7% |
| 5Y | -65.6% | +621.7% | -687.3% | -71.6% |
| All | -68.6% | +644.5% | -713.0% | -76.1% |
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