+391.9%
BAC vs FISV
-2.2%
+394.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -0.3% | -7.2% | +7.0% | +2.6% |
| 30D | -1.8% | -7.2% | +5.4% | +0.8% |
| 3M | +15.3% | -8.2% | +23.5% | +17.7% |
| 6M | +30.2% | -17.7% | +47.9% | +37.9% |
| YTD | +15.6% | -27.2% | +42.7% | +28.0% |
| 1Y | +27.5% | -63.0% | +90.4% | +75.2% |
| 3Y | +137.0% | -59.8% | +196.8% | +186.3% |
| 5Y | +75.6% | -55.8% | +131.4% | +94.1% |
| All | +391.9% | -2.2% | +394.0% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling