+1,672.4%
FN vs BAH
+1,110.0%
+562.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.2% | -15.4% | -14.5% |
| 7D | -16.0% | +6.0% | -22.0% | -17.4% |
| 30D | -40.1% | +31.1% | -71.2% | -44.4% |
| 3M | -43.9% | +25.2% | -69.1% | -47.6% |
| 6M | -55.6% | +18.9% | -74.5% | -58.6% |
| YTD | -35.7% | +8.3% | -44.0% | -39.4% |
| 1Y | -39.8% | +6.2% | -46.0% | -42.9% |
| 3Y | +80.3% | -22.8% | +103.0% | +81.1% |
| 5Y | +143.3% | +13.6% | +129.7% | +108.0% |
| 10Y | +682.3% | +240.2% | +442.1% | +330.7% |
| All | +1,672.4% | +1,110.0% | +562.3% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling