+31.8%
BA vs FIVE
+563.4%
-531.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -7.9% | +17.7% | -25.6% | -13.3% |
| 3M | -25.3% | +4.0% | -29.3% | -26.9% |
| 6M | -24.6% | +2.6% | -27.2% | -26.8% |
| YTD | -20.1% | +27.6% | -47.7% | -29.2% |
| 1Y | -11.8% | +59.9% | -71.7% | -28.3% |
| 3Y | -10.1% | +35.8% | -45.9% | -29.6% |
| 5Y | -22.7% | +14.4% | -37.2% | -38.2% |
| All | +31.8% | +563.4% | -531.7% | -38.8% |
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