-11.5%
BA vs NEM
+45.8%
-57.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.3% |
| 7D | -1.7% | +14.7% | -16.5% | -4.7% |
| 30D | -9.5% | +6.2% | -15.7% | -10.8% |
| 3M | -26.5% | +11.0% | -37.5% | -28.5% |
| 6M | -27.4% | +7.9% | -35.3% | -29.8% |
| YTD | -20.6% | +26.2% | -46.8% | -25.0% |
| All | -11.5% | +45.8% | -57.4% | -16.5% |
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 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