-42.5%
BBWI vs RVTY
+18.2%
-60.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.0% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | -5.2% | +13.2% | -18.4% | -11.0% |
| 3M | +11.1% | +27.2% | -16.1% | -2.3% |
| 6M | -13.4% | +32.4% | -45.8% | -25.7% |
| YTD | +0.1% | +34.9% | -34.8% | -15.3% |
| 1Y | -36.1% | +52.4% | -88.5% | -49.7% |
| All | -42.5% | +18.2% | -60.7% | -51.3% |
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