-22.1%
BA vs FIS
-71.2%
+49.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.0% |
| 7D | +1.1% | -25.5% | +26.6% | +6.2% |
| 30D | -7.9% | -15.1% | +7.1% | -6.1% |
| 3M | -25.3% | -32.1% | +6.8% | -20.0% |
| 6M | -24.6% | -36.1% | +11.5% | -18.5% |
| YTD | -20.1% | -55.4% | +35.3% | -6.2% |
| 1Y | -11.8% | -53.9% | +42.1% | +2.8% |
| 3Y | -10.1% | -39.8% | +29.6% | -2.8% |
| All | -22.1% | -71.2% | +49.1% | +6.9% |
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 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