+22.6%
BAC vs FFIV
+35.3%
-12.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.8% |
| 7D | +3.2% | -0.5% | +3.8% | +3.4% |
| 30D | -0.7% | -32.4% | +31.7% | +10.5% |
| 3M | -20.0% | -25.7% | +5.7% | -14.0% |
| 6M | +3.4% | -13.5% | +16.9% | +4.9% |
| YTD | -5.7% | +21.1% | -26.9% | -16.3% |
| 1Y | -1.4% | +29.4% | -30.9% | -14.8% |
| 3Y | +97.9% | +94.9% | +3.0% | +41.5% |
| All | +22.6% | +35.3% | -12.8% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling