+538.9%
FICO vs BAH
+197.5%
+341.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.4% | -3.2% | +4.6% | +2.7% |
| 30D | -0.8% | +19.5% | -20.3% | -8.1% |
| 3M | -31.3% | +11.1% | -42.4% | -34.5% |
| 6M | -33.9% | +16.3% | -50.3% | -38.4% |
| YTD | -57.6% | +4.8% | -62.4% | -59.1% |
| 1Y | -59.7% | +4.9% | -64.5% | -61.3% |
| 3Y | -28.0% | -27.0% | -1.0% | -25.2% |
| 5Y | +91.0% | +5.7% | +85.2% | +59.6% |
| All | +538.9% | +197.5% | +341.4% | +244.6% |
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 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