-20.9%
BAX vs RVTY
+78.0%
-98.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.8% |
| 7D | +12.1% | -1.2% | +13.3% | +12.5% |
| 30D | +7.6% | +1.0% | +6.6% | +6.7% |
| 3M | -4.5% | +35.8% | -40.3% | -18.6% |
| 6M | +52.0% | +56.7% | -4.7% | +19.8% |
| YTD | +35.1% | +60.7% | -25.6% | +4.0% |
| 1Y | +43.7% | +73.7% | -30.0% | +5.8% |
| 3Y | -20.9% | +82.8% | -103.7% | -43.3% |
| All | -20.9% | +78.0% | -98.9% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling