+18.0%
BAC vs FIS
-71.2%
+89.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.1% |
| 7D | -1.2% | -25.5% | +24.3% | +5.1% |
| 30D | -7.7% | -15.1% | +7.4% | -5.8% |
| 3M | -21.2% | -32.1% | +11.0% | -14.1% |
| 6M | -6.8% | -36.1% | +29.2% | +2.8% |
| YTD | -8.7% | -55.4% | +46.7% | +13.0% |
| 1Y | -5.3% | -53.9% | +48.6% | +15.8% |
| 3Y | +87.4% | -39.8% | +127.2% | +106.5% |
| All | +18.0% | -71.2% | +89.2% | +58.5% |
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