+233.0%
BAC vs FDS
+132.8%
+100.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.0% |
| 7D | -1.9% | -2.1% | +0.3% | -1.1% |
| 30D | -7.2% | +16.0% | -23.2% | -12.4% |
| 3M | -20.4% | +18.8% | -39.2% | -26.3% |
| 6M | +1.3% | +54.1% | -52.8% | -17.5% |
| YTD | -6.4% | +17.0% | -23.4% | -15.3% |
| 1Y | -3.5% | +25.5% | -29.0% | -16.1% |
| 3Y | +96.7% | -23.3% | +120.0% | +114.3% |
| 5Y | +20.6% | -22.6% | +43.2% | +28.1% |
| 10Y | +233.0% | +130.2% | +102.8% | +87.0% |
| All | +233.0% | +132.8% | +100.3% | +87.0% |
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