+755.5%
FN vs BAH
+199.5%
+556.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +20.8% | -2.6% | +23.3% | +21.2% |
| 30D | -17.3% | +20.4% | -37.7% | -20.4% |
| 3M | -38.1% | +11.9% | -50.0% | -39.9% |
| 6M | -44.2% | +17.1% | -61.4% | -46.9% |
| YTD | -22.3% | +5.5% | -27.8% | -25.1% |
| 1Y | -20.9% | +5.6% | -26.5% | -23.7% |
| 3Y | +111.1% | -26.5% | +137.6% | +116.4% |
| 5Y | +191.8% | +6.5% | +185.4% | +157.0% |
| All | +755.5% | +199.5% | +556.0% | +446.3% |
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