+183.9%
BAH vs FDS
+77.6%
+106.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | +0.6% |
| 7D | -4.3% | -5.4% | +1.0% | -2.5% |
| 30D | -4.5% | +1.6% | -6.0% | -5.1% |
| 3M | -7.6% | +17.7% | -25.3% | -13.3% |
| 6M | -10.6% | +29.1% | -39.7% | -19.2% |
| YTD | -12.6% | +1.0% | -13.5% | -14.4% |
| 1Y | -27.0% | -21.6% | -5.4% | -22.8% |
| 3Y | -31.5% | -30.1% | -1.4% | -25.9% |
| 5Y | -3.8% | -20.7% | +16.9% | -2.5% |
| 10Y | +183.9% | +78.3% | +105.6% | +104.5% |
| All | +183.9% | +77.6% | +106.4% | +104.5% |
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