+469.3%
NDAQ vs BAH
+218.8%
+250.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | +15.9% | +17.3% | -1.4% | +10.5% |
| 3M | +15.1% | +14.9% | +0.2% | +10.0% |
| 6M | +22.9% | +14.2% | +8.6% | +17.0% |
| YTD | +12.8% | +5.1% | +7.7% | +9.1% |
| 1Y | +26.0% | +2.1% | +23.9% | +22.7% |
| 3Y | +119.7% | -26.0% | +145.7% | +123.8% |
| 5Y | +65.4% | +9.0% | +56.4% | +40.5% |
| 10Y | +469.3% | +208.8% | +260.5% | +279.6% |
| All | +469.3% | +218.8% | +250.5% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling