-10.6%
BA vs FIS
-50.5%
+39.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -23.7% | +25.8% | +3.2% |
| 7D | +5.9% | -18.4% | +24.3% | +6.3% |
| 30D | -8.2% | -11.4% | +3.2% | -8.5% |
| 3M | -25.4% | -32.0% | +6.6% | -24.2% |
| 6M | -20.0% | -35.6% | +15.6% | -18.8% |
| YTD | -18.5% | -53.8% | +35.3% | -15.3% |
| 1Y | -10.6% | -51.1% | +40.4% | -9.8% |
| All | -10.6% | -50.5% | +39.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling