+185.6%
BA vs FIVE
+867.4%
-681.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +0.1% |
| 7D | +5.9% | +7.5% | -1.6% | +3.6% |
| 30D | -8.2% | +16.7% | -24.9% | -12.4% |
| 3M | -25.4% | +13.4% | -38.7% | -28.6% |
| 6M | -20.0% | +9.0% | -29.1% | -23.4% |
| YTD | -18.5% | +33.8% | -52.3% | -27.1% |
| 1Y | -10.6% | +61.2% | -71.8% | -24.7% |
| 3Y | -9.3% | +42.1% | -51.4% | -26.8% |
| 5Y | -16.9% | +21.4% | -38.3% | -32.2% |
| 10Y | +37.9% | +609.1% | -571.2% | -24.1% |
| All | +185.6% | +867.4% | -681.8% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling