-15.3%
FPS vs BAH
+4.9%
-20.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.6% | +15.0% | +14.1% |
| 7D | +9.5% | -1.6% | +11.1% | +8.8% |
| 30D | -33.8% | +18.0% | -51.8% | -27.8% |
| 3M | -34.9% | +11.4% | -46.3% | -29.8% |
| 6M | -42.9% | +17.7% | -60.6% | -35.2% |
| All | -15.3% | +4.9% | -20.2% | -5.1% |
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 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