+641.7%
BE vs BAH
+120.8%
+520.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.5% |
| 7D | -13.4% | +0.5% | -13.8% | -13.5% |
| 30D | -33.9% | +18.2% | -52.1% | -36.5% |
| 3M | -12.0% | +13.1% | -25.0% | -15.0% |
| 6M | -29.0% | +15.2% | -44.2% | -32.9% |
| YTD | +113.4% | +6.0% | +107.4% | +102.7% |
| 1Y | +33.2% | +3.1% | +30.1% | +27.9% |
| 3Y | +1,659.2% | -26.2% | +1,685.4% | +1,680.8% |
| 5Y | +461.4% | +9.3% | +452.0% | +328.9% |
| All | +641.7% | +120.8% | +520.9% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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