+76.4%
BND vs RVTY
+496.7%
-420.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.1% | +1.1% | -1.3% | -0.2% |
| 30D | -0.4% | +13.2% | -13.6% | -0.5% |
| 3M | -0.6% | +27.2% | -27.9% | -0.9% |
| 6M | -1.4% | +32.4% | -33.8% | -1.7% |
| YTD | -0.2% | +34.9% | -35.1% | -0.5% |
| 1Y | +1.3% | +52.4% | -51.1% | +0.9% |
| 3Y | +13.2% | +12.3% | +0.9% | +12.8% |
| 5Y | -1.6% | -30.8% | +29.3% | -2.0% |
| 10Y | +15.5% | +150.7% | -135.2% | +16.7% |
| All | +76.4% | +496.7% | -420.4% | +79.4% |
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 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