+208.8%
BAH vs FDS
+135.1%
+73.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -1.5% | -5.0% | +3.5% | +0.3% |
| 30D | +17.3% | +13.8% | +3.5% | +11.9% |
| 3M | +14.9% | +14.8% | 0.0% | +8.8% |
| 6M | +14.2% | +47.4% | -33.1% | -1.4% |
| YTD | +5.1% | +14.2% | -9.0% | -1.9% |
| 1Y | +2.1% | +26.6% | -24.6% | -8.3% |
| 3Y | -26.0% | -24.4% | -1.6% | -22.3% |
| 5Y | +9.0% | -22.6% | +31.6% | +11.4% |
| 10Y | +208.8% | +130.0% | +78.8% | +114.4% |
| All | +208.8% | +135.1% | +73.7% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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