-36.9%
BAX vs RVTY
+134.6%
-171.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -0.9% |
| 7D | -5.1% | -5.4% | +0.3% | -2.9% |
| 30D | -12.2% | +6.7% | -18.9% | -14.6% |
| 3M | +21.8% | +19.0% | +2.8% | +13.0% |
| 6M | +36.3% | +34.6% | +1.7% | +19.6% |
| YTD | +27.8% | +28.3% | -0.5% | +14.2% |
| 1Y | -0.1% | +46.0% | -46.1% | -15.3% |
| 3Y | -33.3% | +16.9% | -50.2% | -39.7% |
| 5Y | -67.1% | -32.9% | -34.2% | -64.5% |
| 10Y | -36.9% | +141.6% | -178.5% | -63.4% |
| All | -36.9% | +134.6% | -171.5% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling