+123.4%
FE vs BAH
+198.8%
-75.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | +4.5% | +20.8% | -16.3% | +0.9% |
| 3M | +1.3% | +11.6% | -10.2% | -1.0% |
| 6M | +8.7% | +23.1% | -14.4% | +3.7% |
| YTD | +9.2% | +5.3% | +4.0% | +6.3% |
| 1Y | +7.0% | +6.1% | +0.8% | +3.7% |
| 3Y | +51.4% | -27.5% | +78.9% | +53.9% |
| 5Y | +47.7% | +6.2% | +41.5% | +31.9% |
| All | +123.4% | +198.8% | -75.4% | +64.0% |
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