-8.8%
BA vs NEM
+67.3%
-76.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | +3.9% | -1.4% | +1.7% |
| 30D | -10.1% | +12.7% | -22.8% | -12.3% |
| 3M | -2.4% | +28.7% | -31.1% | -7.5% |
| 6M | -8.8% | +9.8% | -18.6% | -12.2% |
| YTD | -2.9% | +28.1% | -31.0% | -7.3% |
| 1Y | -8.8% | +69.3% | -78.1% | -17.7% |
| All | -8.8% | +67.3% | -76.0% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling