+380.3%
NDAQ vs BAH
+186.6%
+193.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | -1.5% | -6.6% | +5.2% | +0.4% |
| 3M | +8.0% | -7.2% | +15.2% | +9.9% |
| 6M | +7.7% | -10.0% | +17.7% | +10.2% |
| YTD | -2.3% | -12.5% | +10.1% | 0.0% |
| 1Y | +0.6% | -27.9% | +28.5% | +8.5% |
| 3Y | +90.9% | -31.4% | +122.3% | +96.9% |
| 5Y | +52.5% | -3.2% | +55.7% | +33.0% |
| 10Y | +380.3% | +191.5% | +188.8% | +216.3% |
| All | +380.3% | +186.6% | +193.6% | +216.3% |
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