+214.5%
BAC vs FIS
-55.0%
+269.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +2.2% |
| 7D | +1.5% | -3.5% | +5.0% | +2.7% |
| 30D | -6.4% | -19.4% | +13.0% | -0.8% |
| 3M | -21.7% | -31.6% | +9.9% | -11.1% |
| 6M | +0.5% | -32.5% | +33.0% | +13.7% |
| YTD | -6.7% | -56.0% | +49.3% | +28.2% |
| 1Y | -4.7% | -55.5% | +50.9% | +30.2% |
| 3Y | +96.1% | -41.3% | +137.4% | +125.3% |
| 5Y | +21.7% | -72.3% | +93.9% | +98.7% |
| All | +214.5% | -55.0% | +269.5% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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