+28.1%
BA vs FIS
-54.6%
+82.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -1.7% | -29.4% | +27.7% | +11.9% |
| 30D | -9.5% | -16.7% | +7.3% | -4.6% |
| 3M | -26.5% | -33.0% | +6.5% | -14.7% |
| 6M | -27.4% | -33.3% | +6.0% | -16.3% |
| YTD | -20.6% | -56.0% | +35.4% | +10.6% |
| 1Y | -11.4% | -54.6% | +43.2% | +21.3% |
| 3Y | -10.8% | -40.6% | +29.8% | +1.4% |
| 5Y | -21.9% | -71.9% | +50.0% | +31.6% |
| 10Y | +28.1% | -55.3% | +83.5% | +95.0% |
| All | +28.1% | -54.6% | +82.8% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling