-29.1%
FN vs BAH
+2.0%
-31.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.4% | +16.1% | +10.2% |
| 7D | 0.0% | -3.5% | +3.5% | -0.9% |
| 30D | -34.3% | +24.3% | -58.6% | -30.2% |
| 3M | -39.9% | +16.3% | -56.2% | -37.0% |
| 6M | -51.8% | +13.6% | -65.4% | -48.4% |
| YTD | -28.1% | +3.5% | -31.6% | -25.7% |
| 1Y | -29.1% | +2.7% | -31.8% | -25.7% |
| All | -29.1% | +2.0% | -31.1% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling