+29.4%
BAC vs FFIV
+23.3%
+6.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.1% | -1.0% | +2.0% | +1.2% |
| 30D | -0.4% | -5.1% | +4.7% | +0.3% |
| 3M | +16.9% | -4.5% | +21.4% | +17.4% |
| 6M | +26.6% | +36.5% | -9.9% | +19.5% |
| YTD | +15.8% | +53.0% | -37.2% | +7.2% |
| All | +29.4% | +23.3% | +6.1% | +23.7% |
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