+95.8%
NI vs BAH
-3.7%
+99.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | -0.3% | -6.6% | +6.4% | +0.4% |
| 3M | -9.5% | -7.2% | -2.3% | -9.0% |
| 6M | -10.2% | -10.0% | -0.3% | -9.7% |
| YTD | +1.8% | -12.5% | +14.2% | +2.2% |
| 1Y | +5.7% | -27.9% | +33.6% | +8.5% |
| 3Y | +69.6% | -31.4% | +101.0% | +68.0% |
| 5Y | +95.8% | -3.2% | +99.0% | +79.4% |
| All | +95.8% | -3.7% | +99.4% | +79.4% |
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