-22.6%
FPS vs BAH
+6.6%
-29.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.8% | -16.6% |
| 7D | -23.3% | +5.8% | -29.1% | -20.9% |
| 30D | -42.4% | +28.7% | -71.1% | -34.9% |
| 3M | -43.0% | +20.9% | -63.9% | -36.8% |
| 6M | -44.5% | +15.2% | -59.6% | -37.3% |
| All | -22.6% | +6.6% | -29.2% | -12.8% |
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 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