+15.9%
BAC vs FPS
+20.6%
-4.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | -0.2% |
| 7D | +1.1% | +3.1% | -2.0% | +0.9% |
| 30D | -0.4% | -18.6% | +18.2% | +0.7% |
| 3M | +16.9% | -51.5% | +68.4% | +21.1% |
| 6M | +26.6% | -8.5% | +35.1% | +23.3% |
| All | +15.9% | +20.6% | -4.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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