+462.0%
NDAQ vs BAH
+213.8%
+248.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.6% |
| 7D | +0.8% | -3.5% | +4.4% | +1.9% |
| 30D | +16.5% | +24.3% | -7.7% | +9.2% |
| 3M | +13.5% | +16.3% | -2.8% | +8.1% |
| 6M | +20.9% | +13.6% | +7.3% | +15.3% |
| YTD | +11.4% | +3.5% | +7.9% | +8.3% |
| 1Y | +25.9% | +2.7% | +23.2% | +22.3% |
| 3Y | +119.9% | -26.6% | +146.4% | +124.3% |
| 5Y | +61.7% | +8.5% | +53.2% | +37.3% |
| All | +462.0% | +213.8% | +248.2% | +276.5% |
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