+1,821.9%
BA vs NEM
+487.7%
+1,334.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -11.6% | +23.1% | -34.7% | -13.0% |
| 3M | -2.4% | +18.5% | -20.9% | -3.6% |
| 6M | -6.6% | +7.8% | -14.4% | -7.4% |
| YTD | -2.2% | +29.1% | -31.4% | -4.2% |
| 1Y | -8.0% | +72.7% | -80.7% | -11.7% |
| 3Y | -5.0% | +248.7% | -253.7% | -13.2% |
| 5Y | -2.7% | +148.7% | -151.4% | -9.9% |
| 10Y | +75.9% | +304.8% | -228.9% | +57.5% |
| All | +1,821.9% | +487.7% | +1,334.2% | +1,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling