+499.7%
FICO vs BAH
+220.7%
+278.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.3% |
| 7D | -0.9% | -3.5% | +2.6% | +0.4% |
| 30D | +3.3% | +24.3% | -20.9% | -5.8% |
| 3M | -31.7% | +16.3% | -48.0% | -36.0% |
| 6M | -34.0% | +13.6% | -47.6% | -37.9% |
| YTD | -58.3% | +3.5% | -61.8% | -59.6% |
| 1Y | -57.9% | +2.7% | -60.6% | -59.3% |
| 3Y | -24.1% | -26.6% | +2.5% | -21.5% |
| 5Y | +85.3% | +8.5% | +76.8% | +52.5% |
| All | +499.7% | +220.7% | +278.9% | +222.8% |
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