+1,376.8%
BAC vs FISV
+11,002.6%
-9,625.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -0.4% | -2.1% | +1.7% | +0.1% |
| 3M | +16.9% | -5.7% | +22.6% | +18.2% |
| 6M | +26.6% | -15.3% | +41.9% | +32.6% |
| YTD | +15.8% | -21.1% | +36.9% | +24.0% |
| 1Y | +27.2% | -61.1% | +88.2% | +67.9% |
| 3Y | +132.4% | -56.8% | +189.3% | +184.4% |
| 5Y | +72.6% | -54.2% | +126.8% | +102.9% |
| 10Y | +389.7% | +1.6% | +388.1% | +317.9% |
| All | +1,376.8% | +11,002.6% | -9,625.8% | +341.0% |
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