+160.1%
FE vs BAH
+1,056.2%
-896.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.7% |
| 7D | -1.0% | -3.5% | +2.5% | -0.5% |
| 30D | +4.1% | +24.3% | -20.1% | +0.4% |
| 3M | -1.0% | +16.3% | -17.3% | -3.7% |
| 6M | +4.0% | +13.6% | -9.6% | +1.1% |
| YTD | +6.8% | +3.5% | +3.3% | +4.7% |
| 1Y | +5.3% | +2.7% | +2.6% | +3.1% |
| 3Y | +44.6% | -26.6% | +71.2% | +46.7% |
| 5Y | +44.2% | +8.5% | +35.7% | +33.3% |
| 10Y | +107.3% | +225.1% | -117.8% | +61.1% |
| All | +160.1% | +1,056.2% | -896.1% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling