+22.6%
BAC vs FIS
-71.2%
+93.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | 0.0% |
| 7D | +3.2% | +2.8% | +0.4% | +2.4% |
| 30D | -0.7% | -16.7% | +16.0% | +2.0% |
| 3M | -20.0% | -32.3% | +12.3% | -12.7% |
| 6M | +3.4% | -29.1% | +32.5% | +10.5% |
| YTD | -5.7% | -54.1% | +48.4% | +15.6% |
| 1Y | -1.4% | -53.7% | +52.3% | +20.5% |
| 3Y | +97.9% | -38.8% | +136.8% | +117.1% |
| All | +22.6% | -71.2% | +93.8% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling