+287.1%
BAC vs FIS
+374.5%
-87.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | -0.4% | -2.2% | +1.8% | +0.5% |
| 3M | +16.9% | +2.1% | +14.8% | +14.0% |
| 6M | +26.6% | -14.7% | +41.3% | +35.1% |
| YTD | +15.8% | -35.7% | +51.5% | +44.2% |
| 1Y | +27.2% | -37.1% | +64.2% | +59.4% |
| 3Y | +132.4% | -20.0% | +152.4% | +145.4% |
| 5Y | +72.6% | -62.1% | +134.7% | +160.5% |
| 10Y | +389.7% | -37.4% | +427.1% | +427.1% |
| All | +287.1% | +374.5% | -87.4% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling