-25.2%
BA vs ROIV
+264.1%
-289.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -3.9% | +1.4% |
| 7D | +5.9% | +3.0% | +2.9% | +5.5% |
| 30D | -8.2% | +6.8% | -15.0% | -9.0% |
| 3M | -25.4% | +10.5% | -35.9% | -26.6% |
| 6M | -20.0% | +34.8% | -54.8% | -23.4% |
| YTD | -18.5% | +76.2% | -94.7% | -24.7% |
| 1Y | -10.6% | +92.4% | -103.0% | -18.4% |
| 3Y | -9.3% | +312.0% | -321.2% | -24.9% |
| 5Y | -16.9% | +388.3% | -405.2% | -40.0% |
| All | -25.2% | +264.1% | -289.3% | -44.6% |
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