+28.8%
BAC vs FIS
-40.6%
+69.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.4% |
| 7D | +1.2% | -3.5% | +4.6% | +1.6% |
| 30D | -0.7% | -7.8% | +7.1% | +0.3% |
| 3M | +16.9% | +0.8% | +16.1% | +15.9% |
| 6M | +29.6% | -21.9% | +51.5% | +34.2% |
| YTD | +15.3% | -39.5% | +54.7% | +23.8% |
| 1Y | +28.8% | -41.0% | +69.8% | +38.8% |
| All | +28.8% | -40.6% | +69.4% | +38.8% |
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