-57.4%
BBWI vs RVTY
+134.6%
-191.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.8% | -4.8% |
| 7D | -4.4% | -5.4% | +1.0% | -1.3% |
| 30D | -7.4% | +6.7% | -14.1% | -11.2% |
| 3M | -2.2% | +19.0% | -21.2% | -12.8% |
| 6M | -16.3% | +34.6% | -51.0% | -31.0% |
| YTD | -9.1% | +28.3% | -37.4% | -23.3% |
| 1Y | -34.5% | +46.0% | -80.6% | -49.5% |
| 3Y | -47.0% | +16.9% | -63.8% | -55.1% |
| 5Y | -68.8% | -32.9% | -35.9% | -63.5% |
| 10Y | -57.4% | +141.6% | -199.0% | -78.4% |
| All | -57.4% | +134.6% | -191.9% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling