+557.6%
BAC vs FDS
+9,502.8%
-8,945.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +1.3% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -0.4% | +9.0% | -9.4% | -4.1% |
| 3M | +16.9% | +18.9% | -1.9% | +7.3% |
| 6M | +26.6% | +35.1% | -8.5% | +8.5% |
| YTD | +15.8% | +5.5% | +10.3% | +8.3% |
| 1Y | +27.2% | -16.8% | +44.0% | +29.7% |
| 3Y | +132.4% | -28.1% | +160.5% | +149.2% |
| 5Y | +72.6% | -17.4% | +90.0% | +72.0% |
| 10Y | +389.7% | +85.4% | +304.3% | +242.0% |
| All | +557.6% | +9,502.8% | -8,945.2% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling