+329.6%
BA vs FIS
+236.8%
+92.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -0.1% | -21.2% | +21.1% | +7.7% |
| 30D | -9.1% | -12.1% | +2.9% | -6.5% |
| 3M | -28.2% | -30.6% | +2.4% | -18.8% |
| 6M | -23.1% | -35.5% | +12.4% | -11.3% |
| YTD | -20.6% | -54.4% | +33.8% | +4.9% |
| 1Y | -12.7% | -52.9% | +40.2% | +13.6% |
| 3Y | -11.6% | -38.7% | +27.1% | 0.0% |
| 5Y | -23.1% | -70.4% | +47.3% | +12.8% |
| 10Y | +34.4% | -52.8% | +87.1% | +70.2% |
| All | +329.6% | +236.8% | +92.8% | +218.6% |
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