+28.1%
BA vs NEM
+318.7%
-290.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.1% |
| 7D | -1.7% | +14.7% | -16.5% | -3.9% |
| 30D | -9.5% | +6.2% | -15.7% | -10.5% |
| 3M | -26.5% | +11.0% | -37.5% | -28.0% |
| 6M | -27.4% | +7.9% | -35.3% | -28.8% |
| YTD | -20.6% | +26.2% | -46.8% | -24.4% |
| 1Y | -11.4% | +51.5% | -62.9% | -18.0% |
| 3Y | -10.8% | +290.6% | -301.4% | -29.6% |
| 5Y | -21.9% | +153.1% | -175.0% | -35.7% |
| 10Y | +28.1% | +332.4% | -304.3% | -1.8% |
| All | +28.1% | +318.7% | -290.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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