-3.5%
BAC vs FFIV
+32.9%
-36.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.9% | -2.9% | +1.1% | -1.5% |
| 30D | -7.2% | -32.4% | +25.3% | -2.9% |
| 3M | -20.4% | -22.7% | +2.3% | -18.6% |
| 6M | +1.3% | -10.7% | +12.0% | +0.6% |
| YTD | -6.4% | +25.4% | -31.8% | -14.5% |
| 1Y | -3.5% | +34.2% | -37.7% | -13.1% |
| All | -3.5% | +32.9% | -36.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling