-20.6%
BA vs ROIV
+403.5%
-424.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | 0.0% | +14.3% | -14.2% | -1.7% |
| 30D | -8.9% | +16.2% | -25.1% | -10.8% |
| 3M | -25.5% | +15.1% | -40.6% | -27.3% |
| 6M | -27.0% | +44.2% | -71.2% | -31.1% |
| YTD | -20.1% | +89.8% | -110.0% | -27.7% |
| 1Y | -11.0% | +94.6% | -105.6% | -19.7% |
| 3Y | -11.8% | +367.5% | -379.4% | -29.8% |
| 5Y | -20.6% | +421.4% | -442.0% | -46.6% |
| All | -20.6% | +403.5% | -424.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling