+391.8%
BAC vs FDS
+77.6%
+314.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.2% |
| 7D | +1.2% | -5.4% | +6.5% | +3.2% |
| 30D | -0.7% | +1.6% | -2.3% | -1.7% |
| 3M | +16.9% | +17.7% | -0.8% | +7.8% |
| 6M | +29.6% | +29.1% | +0.5% | +13.0% |
| YTD | +15.3% | +1.0% | +14.3% | +11.0% |
| 1Y | +28.8% | -21.6% | +50.5% | +39.0% |
| 3Y | +136.4% | -30.1% | +166.5% | +166.1% |
| 5Y | +72.9% | -20.7% | +93.7% | +76.9% |
| 10Y | +391.8% | +78.3% | +313.5% | +197.7% |
| All | +391.8% | +77.6% | +314.2% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling