+31.8%
BA vs FFIV
+126.1%
-94.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.1% | -8.1% | +9.2% | +5.1% |
| 30D | -7.9% | -33.4% | +25.5% | +9.8% |
| 3M | -25.3% | -24.7% | -0.6% | -16.9% |
| 6M | -24.6% | -8.8% | -15.7% | -24.9% |
| YTD | -20.1% | +21.8% | -41.9% | -33.5% |
| 1Y | -11.8% | +25.3% | -37.0% | -28.0% |
| 3Y | -10.1% | +101.2% | -111.3% | -47.4% |
| 5Y | -22.7% | +40.2% | -63.0% | -44.5% |
| All | +31.8% | +126.1% | -94.3% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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