+126.6%
FFIV vs BAH
+218.8%
-92.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | -2.1% | -1.5% | -0.6% | -1.8% |
| 30D | -33.8% | +17.3% | -51.0% | -36.2% |
| 3M | -20.6% | +14.9% | -35.5% | -23.3% |
| 6M | -10.2% | +14.2% | -24.5% | -13.6% |
| YTD | +24.5% | +5.1% | +19.4% | +21.2% |
| 1Y | +29.3% | +2.1% | +27.2% | +26.6% |
| 3Y | +103.8% | -26.0% | +129.8% | +106.0% |
| 5Y | +40.9% | +9.0% | +31.9% | +24.4% |
| 10Y | +126.6% | +208.8% | -82.2% | +46.3% |
| All | +126.6% | +218.8% | -92.2% | +46.3% |
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