+579.8%
RVMD vs BAH
-3.7%
+583.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | +0.3% | -6.6% | +7.0% | +1.6% |
| 3M | +38.9% | -7.2% | +46.0% | +40.5% |
| 6M | +108.1% | -10.0% | +118.1% | +111.9% |
| YTD | +160.7% | -12.5% | +173.2% | +167.8% |
| 1Y | +407.3% | -27.9% | +435.2% | +438.7% |
| 3Y | +546.6% | -31.4% | +578.0% | +547.5% |
| 5Y | +579.8% | -3.2% | +583.0% | +496.3% |
| All | +579.8% | -3.7% | +583.5% | +496.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling