+71.4%
BAC vs FDS
-17.4%
+88.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | -0.4% | +9.0% | -9.4% | -2.5% |
| 3M | +16.9% | +18.9% | -1.9% | +11.7% |
| 6M | +26.6% | +35.1% | -8.5% | +15.9% |
| YTD | +15.8% | +5.5% | +10.3% | +14.0% |
| 1Y | +27.2% | -16.8% | +44.0% | +36.2% |
| 3Y | +132.4% | -28.1% | +160.5% | +161.4% |
| All | +71.4% | -17.4% | +88.8% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling