+539.5%
FICO vs BAH
+211.3%
+328.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +4.0% | -1.6% | +5.6% | +4.6% |
| 30D | -1.5% | +18.0% | -19.5% | -8.3% |
| 3M | -29.8% | +11.4% | -41.2% | -33.1% |
| 6M | -33.3% | +17.7% | -50.9% | -38.1% |
| YTD | -56.9% | +5.4% | -62.2% | -58.5% |
| 1Y | -59.5% | +2.8% | -62.2% | -60.8% |
| 3Y | -26.9% | -26.7% | -0.2% | -24.2% |
| 5Y | +92.9% | +8.1% | +84.9% | +59.5% |
| 10Y | +539.5% | +202.5% | +337.0% | +246.8% |
| All | +539.5% | +211.3% | +328.2% | +246.8% |
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