+214.4%
BAC vs FFIV
+6,091.4%
-5,877.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.1% | -4.2% | +6.2% | +2.8% |
| 30D | -6.7% | -33.9% | +27.2% | -0.3% |
| 3M | -20.2% | -22.6% | +2.4% | -17.3% |
| 6M | -0.2% | -10.4% | +10.2% | +0.7% |
| YTD | -6.4% | +24.3% | -30.7% | -11.0% |
| 1Y | -3.1% | +31.8% | -34.9% | -8.9% |
| 3Y | +96.7% | +99.5% | -2.8% | +71.2% |
| 5Y | +21.3% | +40.7% | -19.5% | +11.2% |
| 10Y | +237.7% | +126.9% | +110.8% | +184.5% |
| All | +214.4% | +6,091.4% | -5,877.0% | +60.0% |
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