-23.1%
BA vs FIVE
+15.3%
-38.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | -1.5% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | -9.1% | +14.9% | -24.1% | -12.4% |
| 3M | -28.2% | +7.6% | -35.8% | -29.9% |
| 6M | -23.1% | +6.4% | -29.5% | -25.4% |
| YTD | -20.6% | +28.1% | -48.6% | -27.1% |
| 1Y | -12.7% | +54.7% | -67.4% | -24.2% |
| 3Y | -11.6% | +36.1% | -47.6% | -25.7% |
| 5Y | -23.1% | +14.9% | -38.0% | -32.6% |
| All | -23.1% | +15.3% | -38.4% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling