-27.1%
BA vs ROIV
+248.8%
-275.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -2.0% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | -9.1% | +3.1% | -12.2% | -9.5% |
| 3M | -28.2% | +5.8% | -34.0% | -29.0% |
| 6M | -23.1% | +29.3% | -52.4% | -26.0% |
| YTD | -20.6% | +68.8% | -89.3% | -26.2% |
| 1Y | -12.7% | +81.0% | -93.7% | -19.7% |
| 3Y | -11.6% | +294.6% | -306.2% | -26.5% |
| 5Y | -23.1% | +373.1% | -396.3% | -44.2% |
| All | -27.1% | +248.8% | -275.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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