+162.0%
FE vs BAH
+886.2%
-724.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +1.9% | -3.2% | +5.2% | +2.5% |
| 30D | -1.2% | +2.0% | -3.2% | -1.6% |
| 3M | +3.5% | -7.6% | +11.1% | +4.5% |
| 6M | -6.1% | -5.7% | -0.4% | -5.8% |
| YTD | +7.6% | -11.7% | +19.3% | +8.4% |
| 1Y | +11.9% | -27.4% | +39.3% | +16.4% |
| 3Y | +48.4% | -32.5% | +81.0% | +52.3% |
| 5Y | +44.8% | -3.3% | +48.1% | +36.3% |
| 10Y | +115.9% | +186.0% | -70.1% | +71.8% |
| All | +162.0% | +886.2% | -724.2% | +64.4% |
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