+73.5%
BA vs FIVE
+478.4%
-405.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -1.0% |
| 7D | +1.2% | +4.3% | -3.1% | -0.4% |
| 30D | -11.6% | +12.5% | -24.1% | -15.7% |
| 3M | -2.4% | +31.2% | -33.6% | -12.2% |
| 6M | -6.6% | +14.4% | -21.0% | -13.0% |
| YTD | -2.2% | +33.9% | -36.1% | -14.4% |
| 1Y | -8.0% | +65.1% | -73.1% | -26.2% |
| 3Y | -5.0% | +49.0% | -54.0% | -28.1% |
| 5Y | -2.7% | +30.3% | -33.0% | -26.4% |
| All | +73.5% | +478.4% | -405.0% | -19.8% |
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