+23.3%
BA vs FIVE
+504.2%
-480.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +2.7% | -3.8% | -2.1% |
| 30D | -7.1% | +12.7% | -19.8% | -11.2% |
| 3M | -25.5% | +2.1% | -27.6% | -26.7% |
| 6M | -28.7% | +17.5% | -46.2% | -34.1% |
| YTD | -21.0% | +31.0% | -52.0% | -30.6% |
| 1Y | -11.9% | +67.7% | -79.6% | -29.7% |
| 3Y | -16.2% | +43.4% | -59.5% | -35.7% |
| 5Y | -22.4% | +18.1% | -40.5% | -38.7% |
| All | +23.3% | +504.2% | -480.8% | -42.1% |
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