+31.8%
BA vs NEM
+320.2%
-288.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +1.1% | +13.4% | -12.3% | -1.0% |
| 30D | -7.9% | +6.5% | -14.4% | -9.0% |
| 3M | -25.3% | +14.9% | -40.2% | -27.3% |
| 6M | -24.6% | +5.5% | -30.1% | -25.7% |
| YTD | -20.1% | +21.9% | -42.0% | -23.5% |
| 1Y | -11.8% | +47.9% | -59.6% | -18.0% |
| 3Y | -10.1% | +238.2% | -248.3% | -27.6% |
| 5Y | -22.7% | +146.2% | -168.9% | -36.1% |
| All | +31.8% | +320.2% | -288.5% | +1.5% |
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