+655.5%
FN vs BAH
+235.6%
+419.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.2% | -15.4% | -14.4% |
| 7D | -16.0% | +6.0% | -22.0% | -17.0% |
| 30D | -40.1% | +31.1% | -71.2% | -43.2% |
| 3M | -43.9% | +25.2% | -69.1% | -46.7% |
| 6M | -55.6% | +18.9% | -74.5% | -57.8% |
| YTD | -35.7% | +8.3% | -44.0% | -38.2% |
| 1Y | -39.8% | +6.2% | -46.0% | -41.8% |
| 3Y | +80.3% | -22.8% | +103.0% | +82.6% |
| 5Y | +143.3% | +13.6% | +129.7% | +110.6% |
| All | +655.5% | +235.6% | +419.8% | +363.0% |
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