+68.9%
NI vs BAH
-31.4%
+100.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.3% |
| 30D | -0.3% | -6.6% | +6.4% | 0.0% |
| 3M | -9.5% | -7.2% | -2.3% | -9.4% |
| 6M | -10.2% | -10.0% | -0.3% | -10.1% |
| YTD | +1.8% | -12.5% | +14.2% | +1.8% |
| 1Y | +5.7% | -27.9% | +33.6% | +6.9% |
| All | +68.9% | -31.4% | +100.3% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling