-4.6%
BA vs NEM
+251.6%
-256.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -11.6% | +23.1% | -34.7% | -15.3% |
| 3M | -2.4% | +18.5% | -20.9% | -6.1% |
| 6M | -6.6% | +7.8% | -14.4% | -9.1% |
| YTD | -2.2% | +29.1% | -31.4% | -8.1% |
| 1Y | -8.0% | +72.7% | -80.7% | -18.6% |
| All | -4.6% | +251.6% | -256.2% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling