+898.2%
BAX vs RVTY
+2,976.2%
-2,078.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.6% | -2.7% | +6.3% | +4.2% |
| 30D | +8.5% | +3.2% | +5.3% | +7.7% |
| 3M | -4.9% | +37.2% | -42.1% | -11.2% |
| 6M | +47.0% | +57.7% | -10.7% | +33.3% |
| YTD | +38.4% | +64.8% | -26.4% | +24.2% |
| 1Y | +49.1% | +72.8% | -23.7% | +32.5% |
| 3Y | -14.9% | +89.8% | -104.7% | -25.7% |
| 5Y | -63.1% | -8.4% | -54.7% | -63.8% |
| 10Y | -35.6% | +219.5% | -255.1% | -49.3% |
| All | +898.2% | +2,976.2% | -2,078.0% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling