-20.6%
BA vs FIS
-72.0%
+51.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | -27.4% | +27.4% | +5.7% |
| 30D | -8.9% | -16.8% | +7.9% | -6.7% |
| 3M | -25.5% | -32.6% | +7.1% | -20.1% |
| 6M | -27.0% | -33.4% | +6.4% | -21.7% |
| YTD | -20.1% | -56.0% | +35.9% | -5.8% |
| 1Y | -11.0% | -55.1% | +44.1% | +4.3% |
| 3Y | -11.8% | -41.4% | +29.6% | -4.0% |
| 5Y | -20.6% | -72.7% | +52.0% | +13.1% |
| All | -20.6% | -72.0% | +51.3% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling