+428.6%
BA vs FIS
+374.5%
+54.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | -11.6% | -2.2% | -9.4% | -11.0% |
| 3M | -2.4% | +2.1% | -4.5% | -4.0% |
| 6M | -6.6% | -14.7% | +8.0% | -1.9% |
| YTD | -2.2% | -35.7% | +33.5% | +15.0% |
| 1Y | -8.0% | -37.1% | +29.0% | +8.8% |
| 3Y | -5.0% | -20.0% | +15.0% | -1.2% |
| 5Y | -2.7% | -62.1% | +59.4% | +32.6% |
| 10Y | +75.9% | -37.4% | +113.3% | +103.0% |
| All | +428.6% | +374.5% | +54.1% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling