-10.3%
BA vs ROIV
+232.7%
-242.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +1.2% | +0.6% | +0.5% | +1.1% |
| 30D | -11.6% | +1.0% | -12.6% | -11.8% |
| 3M | -2.4% | +18.3% | -20.7% | -4.6% |
| 6M | -6.6% | +18.3% | -25.0% | -8.9% |
| YTD | -2.2% | +61.0% | -63.2% | -8.3% |
| 1Y | -8.0% | +177.9% | -185.9% | -19.5% |
| 3Y | -5.0% | +199.1% | -204.0% | -18.8% |
| 5Y | -2.7% | +250.7% | -253.4% | -28.0% |
| All | -10.3% | +232.7% | -242.9% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling