+977.1%
BE vs BAH
+82.3%
+894.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +23.9% | -1.3% | +25.3% | +24.3% |
| 30D | +27.8% | -6.6% | +34.5% | +29.7% |
| 3M | +3.7% | -7.2% | +10.9% | +4.5% |
| 6M | +78.0% | -10.0% | +87.9% | +78.8% |
| YTD | +209.9% | -12.5% | +222.4% | +209.2% |
| 1Y | +389.6% | -27.9% | +417.5% | +425.9% |
| 3Y | +1,730.6% | -31.4% | +1,762.0% | +1,694.5% |
| 5Y | +1,227.8% | -3.2% | +1,231.0% | +920.9% |
| All | +977.1% | +82.3% | +894.8% | +504.8% |
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