+26.8%
BA vs FIS
-52.2%
+79.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | -2.2% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | -7.9% | -11.8% | +3.9% | -5.5% |
| 3M | -25.2% | -28.5% | +3.4% | -15.6% |
| 6M | -26.7% | -27.0% | +0.3% | -18.9% |
| YTD | -19.6% | -53.1% | +33.5% | +8.8% |
| 1Y | -10.6% | -52.8% | +42.2% | +20.5% |
| 3Y | -11.2% | -37.5% | +26.2% | -1.3% |
| 5Y | -20.4% | -71.1% | +50.6% | +34.2% |
| 10Y | +26.8% | -52.0% | +78.8% | +87.3% |
| All | +26.8% | -52.2% | +79.0% | +87.3% |
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