-3.5%
BAC vs FIS
-52.2%
+48.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -0.2% |
| 7D | -1.9% | +1.5% | -3.4% | -1.9% |
| 30D | -7.2% | -11.8% | +4.7% | -8.3% |
| 3M | -20.4% | -28.5% | +8.1% | -19.1% |
| 6M | +1.3% | -27.0% | +28.3% | +2.0% |
| YTD | -6.4% | -53.1% | +46.7% | +3.6% |
| 1Y | -3.5% | -52.8% | +49.2% | +6.6% |
| All | -3.5% | -52.2% | +48.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling