+145.8%
BWA vs RVTY
+139.0%
+6.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.6% |
| 7D | -0.1% | -7.4% | +7.4% | +2.9% |
| 30D | -5.5% | +4.5% | -10.0% | -7.3% |
| 3M | -7.6% | +19.5% | -27.1% | -14.3% |
| 6M | +25.0% | +34.1% | -9.2% | +10.0% |
| YTD | +47.0% | +25.3% | +21.7% | +31.5% |
| 1Y | +54.0% | +47.0% | +7.0% | +28.2% |
| 3Y | +70.7% | +14.1% | +56.5% | +53.0% |
| 5Y | +86.7% | -34.6% | +121.2% | +105.5% |
| All | +145.8% | +139.0% | +6.8% | +24.2% |
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 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