+114.4%
NI vs BAH
+7.8%
+106.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +3.1% | -2.6% | +5.6% | +3.3% |
| 30D | +11.2% | +20.4% | -9.2% | +9.2% |
| 3M | +9.8% | +11.9% | -2.0% | +8.5% |
| 6M | -1.6% | +17.1% | -18.7% | -3.6% |
| YTD | +12.6% | +5.5% | +7.1% | +11.0% |
| 1Y | +7.8% | +5.6% | +2.2% | +6.1% |
| 3Y | +100.5% | -26.5% | +127.0% | +99.9% |
| 5Y | +114.4% | +6.5% | +108.0% | +98.4% |
| All | +114.4% | +7.8% | +106.6% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling