+22.6%
BAC vs FDS
-23.2%
+45.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +3.2% | +1.5% | +1.8% | +2.9% |
| 30D | -0.7% | +14.8% | -15.5% | -3.6% |
| 3M | -20.0% | +16.3% | -36.3% | -22.8% |
| 6M | +3.4% | +66.2% | -62.8% | -9.8% |
| YTD | -5.7% | +16.2% | -22.0% | -9.2% |
| 1Y | -1.4% | +21.8% | -23.3% | -7.0% |
| 3Y | +97.9% | -23.9% | +121.8% | +122.4% |
| All | +22.6% | -23.2% | +45.8% | +30.9% |
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 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