-27.5%
BA vs ROIV
+280.9%
-308.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.2% |
| 7D | -0.6% | +9.2% | -9.8% | -1.6% |
| 30D | -8.0% | +19.9% | -27.9% | -10.1% |
| 3M | -25.8% | +10.6% | -36.4% | -27.1% |
| 6M | -27.6% | +36.1% | -63.6% | -30.8% |
| YTD | -21.0% | +84.3% | -105.3% | -27.4% |
| 1Y | -12.3% | +87.6% | -99.8% | -19.6% |
| 3Y | -12.8% | +353.9% | -366.7% | -28.6% |
| 5Y | -22.4% | +376.1% | -398.4% | -44.3% |
| All | -27.5% | +280.9% | -308.3% | -46.6% |
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