+28.1%
BA vs FIVE
+596.6%
-568.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -2.6% |
| 7D | -1.7% | +6.2% | -7.9% | -3.9% |
| 30D | -9.5% | +18.2% | -27.6% | -14.9% |
| 3M | -26.5% | +3.8% | -30.3% | -28.0% |
| 6M | -27.4% | +13.7% | -41.1% | -32.1% |
| YTD | -20.6% | +34.7% | -55.3% | -31.0% |
| 1Y | -11.4% | +66.6% | -78.1% | -29.1% |
| 3Y | -10.8% | +44.3% | -55.1% | -31.7% |
| 5Y | -21.9% | +18.8% | -40.7% | -38.3% |
| 10Y | +28.1% | +569.2% | -541.1% | -41.3% |
| All | +28.1% | +596.6% | -568.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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