+214.3%
BAC vs FFIV
+6,144.1%
-5,929.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.9% | -2.9% | +1.1% | -1.3% |
| 30D | -7.2% | -32.4% | +25.3% | -1.2% |
| 3M | -20.4% | -22.7% | +2.3% | -17.4% |
| 6M | +1.3% | -10.7% | +12.0% | +2.3% |
| YTD | -6.4% | +25.4% | -31.8% | -11.2% |
| 1Y | -3.5% | +34.2% | -37.7% | -9.6% |
| 3Y | +96.7% | +101.2% | -4.5% | +70.9% |
| 5Y | +20.6% | +42.0% | -21.4% | +10.4% |
| 10Y | +233.0% | +126.7% | +106.3% | +180.5% |
| All | +214.3% | +6,144.1% | -5,929.8% | +59.7% |
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 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