+251.7%
BAC vs FDS
+135.1%
+116.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +2.0% | -5.0% | +6.9% | +3.9% |
| 30D | -6.9% | +13.8% | -20.7% | -11.6% |
| 3M | -19.6% | +14.8% | -34.4% | -24.6% |
| 6M | -0.5% | +47.4% | -47.8% | -17.5% |
| YTD | -6.6% | +14.2% | -20.8% | -14.8% |
| 1Y | -3.0% | +26.6% | -29.6% | -16.3% |
| 3Y | +97.3% | -24.4% | +121.7% | +115.8% |
| 5Y | +21.9% | -22.6% | +44.5% | +28.8% |
| 10Y | +251.7% | +130.0% | +121.7% | +95.9% |
| All | +251.7% | +135.1% | +116.5% | +95.9% |
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