+193.9%
BAH vs FIVE
+505.3%
-311.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -3.2% | +2.4% | -5.7% | -3.5% |
| 30D | +19.5% | +15.8% | +3.7% | +17.4% |
| 3M | +11.1% | +3.8% | +7.3% | +10.3% |
| 6M | +16.3% | +18.5% | -2.2% | +13.3% |
| YTD | +4.8% | +31.2% | -26.4% | +0.5% |
| 1Y | +4.9% | +61.8% | -56.9% | -1.9% |
| 3Y | -27.0% | +39.9% | -66.9% | -32.4% |
| 5Y | +5.7% | +18.3% | -12.6% | -1.9% |
| All | +193.9% | +505.3% | -311.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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