-26.7%
BA vs ROIV
+270.3%
-297.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | -0.2% |
| 7D | +1.1% | +5.3% | -4.3% | +0.4% |
| 30D | -7.9% | +11.9% | -19.8% | -9.2% |
| 3M | -25.3% | +10.7% | -36.0% | -26.6% |
| 6M | -24.6% | +34.9% | -59.5% | -27.8% |
| YTD | -20.1% | +79.2% | -99.3% | -26.4% |
| 1Y | -11.8% | +89.0% | -100.8% | -19.3% |
| 3Y | -10.1% | +337.3% | -347.5% | -26.1% |
| 5Y | -22.7% | +402.3% | -425.1% | -44.4% |
| All | -26.7% | +270.3% | -297.0% | -45.9% |
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