+73.1%
BAC vs FISV
-58.4%
+131.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.8% | +1.5% |
| 7D | +0.6% | -6.4% | +7.0% | +2.1% |
| 30D | -1.4% | -6.8% | +5.5% | +0.1% |
| 3M | +15.7% | -10.0% | +25.7% | +17.9% |
| 6M | +32.2% | -20.6% | +52.8% | +38.3% |
| YTD | +15.8% | -27.6% | +43.3% | +23.6% |
| 1Y | +27.3% | -64.3% | +91.6% | +58.3% |
| 3Y | +137.5% | -60.0% | +197.4% | +159.2% |
| 5Y | +73.1% | -57.7% | +130.8% | +80.7% |
| All | +73.1% | -58.4% | +131.5% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling