+5.3%
FE vs BAH
+2.0%
+3.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.3% |
| 7D | -1.0% | -3.5% | +2.5% | -0.9% |
| 30D | +4.1% | +24.3% | -20.1% | +3.6% |
| 3M | -1.0% | +16.3% | -17.3% | -1.5% |
| 6M | +4.0% | +13.6% | -9.6% | +2.8% |
| YTD | +6.8% | +3.5% | +3.3% | +4.8% |
| 1Y | +5.3% | +2.7% | +2.6% | +3.5% |
| All | +5.3% | +2.0% | +3.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling