+263.2%
BAC vs FFIV
+126.1%
+137.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | -8.1% | +6.9% | +2.2% |
| 30D | -7.7% | -33.4% | +25.7% | +7.0% |
| 3M | -21.2% | -24.7% | +3.6% | -13.7% |
| 6M | -6.8% | -8.8% | +2.0% | -6.8% |
| YTD | -8.7% | +21.8% | -30.5% | -20.7% |
| 1Y | -5.3% | +25.3% | -30.6% | -19.0% |
| 3Y | +87.4% | +101.2% | -13.7% | +23.7% |
| 5Y | +18.9% | +40.2% | -21.3% | -9.1% |
| All | +263.2% | +126.1% | +137.1% | +88.3% |
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