+49.1%
BAX vs RVTY
+76.6%
-27.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.1% |
| 7D | +9.0% | +6.0% | +3.0% | +6.6% |
| 30D | +8.5% | +4.3% | +4.2% | +6.4% |
| 3M | -4.1% | +40.2% | -44.3% | -17.2% |
| 6M | +46.9% | +59.3% | -12.4% | +19.0% |
| YTD | +38.4% | +66.5% | -28.1% | +8.4% |
| All | +49.1% | +76.6% | -27.5% | +11.9% |
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