+38.3%
BAX vs RVTY
+66.4%
-28.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.9% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | +4.1% | +1.5% | +2.5% | +3.1% |
| 3M | -4.5% | +31.5% | -36.0% | -15.3% |
| 6M | +49.2% | +62.7% | -13.4% | +19.3% |
| YTD | +35.2% | +60.0% | -24.7% | +7.7% |
| 1Y | +38.3% | +65.7% | -27.4% | +8.3% |
| All | +38.3% | +66.4% | -28.1% | +8.3% |
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