+1,102.1%
BAC vs FISV
+13,260.8%
-12,158.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.4% |
| 7D | +3.2% | +1.4% | +1.8% | +2.6% |
| 30D | -0.7% | +38.4% | -39.2% | -13.1% |
| 3M | -20.0% | +14.9% | -34.9% | -25.0% |
| 6M | +3.4% | +21.8% | -18.4% | -6.5% |
| YTD | -5.7% | -5.0% | -0.7% | -7.0% |
| 1Y | -1.4% | -1.2% | -0.3% | -4.4% |
| 3Y | +97.9% | -47.5% | +145.4% | +122.4% |
| 5Y | +22.9% | -36.7% | +59.7% | +26.2% |
| 10Y | +235.3% | +26.9% | +208.5% | +160.2% |
| All | +1,102.1% | +13,260.8% | -12,158.7% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling