+26.8%
BA vs FFIV
+130.1%
-103.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.4% | -2.9% | +1.6% | 0.0% |
| 30D | -7.9% | -32.4% | +24.5% | +9.1% |
| 3M | -25.2% | -22.7% | -2.5% | -17.7% |
| 6M | -26.7% | -10.7% | -16.0% | -26.2% |
| YTD | -19.6% | +25.4% | -45.0% | -34.0% |
| 1Y | -10.6% | +34.2% | -44.8% | -29.6% |
| 3Y | -11.2% | +101.2% | -112.4% | -47.8% |
| 5Y | -20.4% | +42.0% | -62.4% | -43.1% |
| 10Y | +26.8% | +126.7% | -100.0% | -38.4% |
| All | +26.8% | +130.1% | -103.3% | -38.4% |
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