+605.1%
RVMD vs BAH
+13.6%
+591.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | +4.3% | -7.2% | -4.0% |
| 30D | -0.7% | -2.5% | +1.7% | -0.3% |
| 3M | +36.5% | -0.9% | +37.5% | +36.0% |
| 6M | +104.6% | +1.5% | +103.1% | +102.8% |
| YTD | +155.8% | -8.0% | +163.8% | +159.6% |
| 1Y | +340.7% | -24.7% | +365.4% | +367.8% |
| 3Y | +519.9% | -28.4% | +548.3% | +526.5% |
| 5Y | +584.9% | +2.8% | +582.1% | +492.3% |
| All | +605.1% | +13.6% | +591.5% | +489.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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