+11.4%
FPS vs BAH
-13.0%
+24.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +2.7% |
| 7D | +10.4% | -4.3% | +14.7% | +8.7% |
| 30D | -16.5% | -4.5% | -12.1% | -17.6% |
| 3M | -45.5% | -7.6% | -37.9% | -45.1% |
| 6M | +2.1% | -10.6% | +12.7% | +3.5% |
| All | +11.4% | -13.0% | +24.4% | +12.9% |
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