+237.7%
BAC vs FDS
+127.5%
+110.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.1% | -2.0% | +4.0% | +2.8% |
| 30D | -6.7% | +13.5% | -20.2% | -11.3% |
| 3M | -20.2% | +15.2% | -35.4% | -25.3% |
| 6M | -0.2% | +47.0% | -47.3% | -17.2% |
| YTD | -6.4% | +13.9% | -20.3% | -14.5% |
| 1Y | -3.1% | +25.2% | -28.3% | -15.9% |
| 3Y | +96.7% | -25.3% | +122.1% | +116.5% |
| 5Y | +21.3% | -23.3% | +44.6% | +28.7% |
| 10Y | +237.7% | +126.0% | +111.7% | +93.0% |
| All | +237.7% | +127.5% | +110.2% | +93.0% |
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