-10.8%
BA vs FIS
-41.8%
+30.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -1.7% | -29.4% | +27.7% | +3.1% |
| 30D | -9.5% | -16.7% | +7.3% | -8.1% |
| 3M | -26.5% | -33.0% | +6.5% | -22.2% |
| 6M | -27.4% | -33.3% | +6.0% | -23.3% |
| YTD | -20.6% | -56.0% | +35.4% | -7.4% |
| 1Y | -11.4% | -54.6% | +43.2% | +2.3% |
| 3Y | -10.8% | -40.6% | +29.8% | +4.9% |
| All | -10.8% | -41.8% | +30.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling