+3.4%
BAX vs RVTY
+48.7%
-45.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.3% | -2.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -9.7% | +10.8% | -20.6% | -14.3% |
| 3M | +29.3% | +26.8% | +2.5% | +14.4% |
| 6M | +40.7% | +39.3% | +1.3% | +17.0% |
| YTD | +30.3% | +31.6% | -1.3% | +10.4% |
| 1Y | +3.4% | +47.7% | -44.3% | -19.6% |
| All | +3.4% | +48.7% | -45.3% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling