+391.8%
BAC vs FIS
-40.5%
+432.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +2.2% |
| 7D | +1.2% | -3.5% | +4.6% | +2.7% |
| 30D | -0.7% | -7.8% | +7.1% | +2.7% |
| 3M | +16.9% | +0.8% | +16.1% | +15.1% |
| 6M | +29.6% | -21.9% | +51.5% | +42.7% |
| YTD | +15.3% | -39.5% | +54.7% | +42.9% |
| 1Y | +28.8% | -41.0% | +69.8% | +61.0% |
| 3Y | +136.4% | -23.6% | +160.0% | +151.9% |
| 5Y | +72.9% | -65.6% | +138.5% | +171.9% |
| 10Y | +391.8% | -40.2% | +432.0% | +512.7% |
| All | +391.8% | -40.5% | +432.3% | +512.7% |
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