+46.1%
FE vs BAH
+8.7%
+37.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.3% |
| 30D | +3.6% | +18.0% | -14.4% | +1.9% |
| 3M | +0.3% | +11.4% | -11.1% | -0.9% |
| 6M | +6.4% | +17.7% | -11.3% | +4.3% |
| YTD | +8.1% | +5.4% | +2.8% | +6.5% |
| 1Y | +4.6% | +2.8% | +1.8% | +3.2% |
| 3Y | +49.1% | -26.7% | +75.8% | +49.0% |
| 5Y | +46.1% | +8.1% | +38.0% | +33.6% |
| All | +46.1% | +8.7% | +37.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling