-22.1%
BA vs NEM
+144.1%
-166.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +1.1% | +13.4% | -12.3% | -1.1% |
| 30D | -7.9% | +6.5% | -14.4% | -9.1% |
| 3M | -25.3% | +14.9% | -40.2% | -27.4% |
| 6M | -24.6% | +5.5% | -30.1% | -25.9% |
| YTD | -20.1% | +21.9% | -42.0% | -23.7% |
| 1Y | -11.8% | +47.9% | -59.6% | -18.3% |
| 3Y | -10.1% | +238.2% | -248.3% | -28.4% |
| All | -22.1% | +144.1% | -166.3% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling