+288.8%
BAC vs FFIV
+7,518.9%
-7,230.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +16.9% | -4.5% | +21.4% | +17.5% |
| 6M | +26.6% | +36.5% | -9.9% | +19.4% |
| YTD | +15.8% | +53.0% | -37.2% | +6.8% |
| 1Y | +27.2% | +24.2% | +3.0% | +21.3% |
| 3Y | +132.4% | +137.2% | -4.8% | +97.5% |
| 5Y | +72.6% | +91.8% | -19.2% | +51.0% |
| 10Y | +389.7% | +215.2% | +174.6% | +293.1% |
| All | +288.8% | +7,518.9% | -7,230.1% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling