+26.6%
BA vs FFIV
+126.0%
-99.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | -4.2% | +4.2% | +2.0% |
| 30D | -8.9% | -33.9% | +24.9% | +9.1% |
| 3M | -25.5% | -22.6% | -2.9% | -18.2% |
| 6M | -27.0% | -10.4% | -16.6% | -26.6% |
| YTD | -20.1% | +24.3% | -44.5% | -34.2% |
| 1Y | -11.0% | +31.8% | -42.8% | -29.3% |
| 3Y | -11.8% | +99.5% | -111.3% | -47.9% |
| 5Y | -20.6% | +40.7% | -61.4% | -43.0% |
| 10Y | +26.6% | +126.9% | -100.3% | -38.2% |
| All | +26.6% | +126.0% | -99.4% | -38.2% |
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