+88.0%
FICO vs BAH
+10.2%
+77.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +9.4% | +18.2% | -8.8% | +4.2% |
| 3M | -30.4% | +13.1% | -43.5% | -32.9% |
| 6M | -35.1% | +15.2% | -50.3% | -38.0% |
| YTD | -56.8% | +6.0% | -62.8% | -58.0% |
| 1Y | -58.4% | +3.1% | -61.5% | -59.5% |
| 3Y | -26.7% | -26.2% | -0.5% | -25.5% |
| 5Y | +88.0% | +9.3% | +78.7% | +72.7% |
| All | +88.0% | +10.2% | +77.8% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling