+399.1%
BAC vs FFIV
+216.0%
+183.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | -1.0% | +2.0% | +1.4% |
| 30D | -0.4% | -5.1% | +4.7% | +1.4% |
| 3M | +16.9% | -4.5% | +21.4% | +18.2% |
| 6M | +26.6% | +36.5% | -9.9% | +8.9% |
| YTD | +15.8% | +53.0% | -37.2% | -6.0% |
| 1Y | +27.2% | +24.2% | +3.0% | +12.3% |
| 3Y | +132.4% | +137.2% | -4.8% | +48.5% |
| 5Y | +72.6% | +91.8% | -19.2% | +17.9% |
| All | +399.1% | +216.0% | +183.1% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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