+653.1%
BA vs FFIV
+7,518.9%
-6,865.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +1.2% | -1.0% | +2.1% | +1.3% |
| 30D | -11.6% | -5.1% | -6.6% | -11.1% |
| 3M | -2.4% | -4.5% | +2.1% | -2.0% |
| 6M | -6.6% | +36.5% | -43.1% | -11.0% |
| YTD | -2.2% | +53.0% | -55.2% | -8.5% |
| 1Y | -8.0% | +24.2% | -32.2% | -11.6% |
| 3Y | -5.0% | +137.2% | -142.2% | -16.7% |
| 5Y | -2.7% | +91.8% | -94.5% | -12.3% |
| 10Y | +75.9% | +215.2% | -139.3% | +49.7% |
| All | +653.1% | +7,518.9% | -6,865.9% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling