+18.0%
BAC vs FFIV
+39.5%
-21.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | -8.1% | +6.9% | +1.3% |
| 30D | -7.7% | -33.4% | +25.7% | +3.3% |
| 3M | -21.2% | -24.7% | +3.6% | -15.6% |
| 6M | -6.8% | -8.8% | +2.0% | -7.3% |
| YTD | -8.7% | +21.8% | -30.5% | -19.0% |
| 1Y | -5.3% | +25.3% | -30.6% | -17.0% |
| 3Y | +87.4% | +101.2% | -13.7% | +32.5% |
| All | +18.0% | +39.5% | -21.5% | -11.4% |
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