-66.7%
BBWI vs RVTY
-32.1%
-34.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.9% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | -6.2% | +10.8% | -17.0% | -11.3% |
| 3M | +4.3% | +26.8% | -22.4% | -8.6% |
| 6M | -7.2% | +39.3% | -46.5% | -22.9% |
| YTD | -3.0% | +31.6% | -34.6% | -17.4% |
| 1Y | -30.8% | +47.7% | -78.5% | -45.0% |
| 3Y | -43.4% | +19.9% | -63.3% | -51.2% |
| 5Y | -66.7% | -32.3% | -34.4% | -63.0% |
| All | -66.7% | -32.1% | -34.6% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling