+512.0%
BA vs FFIV
+5,982.7%
-5,470.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | -1.8% |
| 7D | -0.1% | -14.2% | +14.1% | +2.0% |
| 30D | -9.1% | -33.6% | +24.5% | -4.2% |
| 3M | -28.2% | -24.2% | -4.0% | -25.8% |
| 6M | -23.1% | -8.3% | -14.8% | -22.8% |
| YTD | -20.6% | +22.1% | -42.7% | -23.7% |
| 1Y | -12.7% | +26.5% | -39.2% | -16.6% |
| 3Y | -11.6% | +102.3% | -113.9% | -21.1% |
| 5Y | -23.1% | +40.6% | -63.8% | -28.1% |
| 10Y | +34.4% | +129.7% | -95.3% | +18.6% |
| All | +512.0% | +5,982.7% | -5,470.7% | +279.1% |
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