-4.6%
BA vs FIVE
+50.0%
-54.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.1% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | -11.6% | +12.5% | -24.1% | -13.8% |
| 3M | -2.4% | +31.2% | -33.6% | -7.7% |
| 6M | -6.6% | +14.4% | -21.0% | -9.9% |
| YTD | -2.2% | +33.9% | -36.1% | -8.8% |
| 1Y | -8.0% | +65.1% | -73.1% | -18.2% |
| All | -4.6% | +50.0% | -54.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling