+2,652.8%
BWA vs RVTY
+2,550.4%
+102.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +7.3% | +4.1% | +3.2% | +6.0% |
| 30D | -15.8% | +1.3% | -17.1% | -16.2% |
| 3M | -25.7% | +33.3% | -59.0% | -32.8% |
| 6M | -19.6% | +58.3% | -77.9% | -31.5% |
| YTD | +14.1% | +62.7% | -48.6% | -4.7% |
| 1Y | +12.2% | +67.2% | -55.1% | -7.2% |
| 3Y | +63.8% | +87.3% | -23.5% | +28.4% |
| 5Y | +28.7% | -13.4% | +42.2% | +25.6% |
| 10Y | +95.8% | +217.2% | -121.4% | +23.9% |
| All | +2,652.8% | +2,550.4% | +102.4% | +891.9% |
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