+28.1%
BA vs FFIV
+132.4%
-104.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.7% |
| 7D | -1.7% | -2.1% | +0.4% | -0.8% |
| 30D | -9.5% | -33.8% | +24.3% | +8.4% |
| 3M | -26.5% | -20.6% | -5.9% | -20.3% |
| 6M | -27.4% | -10.2% | -17.1% | -27.1% |
| YTD | -20.6% | +24.5% | -45.1% | -34.6% |
| 1Y | -11.4% | +29.3% | -40.7% | -28.9% |
| 3Y | -10.8% | +103.8% | -114.6% | -48.0% |
| 5Y | -21.9% | +40.9% | -62.8% | -43.9% |
| 10Y | +28.1% | +126.6% | -98.4% | -37.4% |
| All | +28.1% | +132.4% | -104.3% | -37.4% |
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