+906.2%
FN vs BAH
+185.2%
+721.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | -1.7% | -3.2% | +1.6% | -1.0% |
| 30D | -22.0% | +2.0% | -24.0% | -22.5% |
| 3M | -43.0% | -7.6% | -35.4% | -42.3% |
| 6M | -27.7% | -5.7% | -22.1% | -28.0% |
| YTD | -10.5% | -11.7% | +1.2% | -10.2% |
| 1Y | +12.5% | -27.4% | +39.9% | +19.1% |
| 3Y | +153.8% | -32.5% | +186.3% | +161.5% |
| 5Y | +288.0% | -3.3% | +291.3% | +243.7% |
| All | +906.2% | +185.2% | +721.0% | +498.1% |
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