+1,470.0%
BA vs NEM
+450.4%
+1,019.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +0.9% |
| 7D | 0.0% | +11.6% | -11.6% | -0.7% |
| 30D | -8.9% | +1.8% | -10.7% | -9.1% |
| 3M | -25.5% | +2.5% | -28.0% | -25.8% |
| 6M | -27.0% | +3.4% | -30.4% | -27.3% |
| YTD | -20.1% | +20.9% | -41.1% | -21.5% |
| 1Y | -11.0% | +37.2% | -48.2% | -13.3% |
| 3Y | -11.8% | +271.6% | -283.5% | -19.7% |
| 5Y | -20.6% | +136.6% | -157.3% | -26.3% |
| 10Y | +26.6% | +342.6% | -316.0% | +13.1% |
| All | +1,470.0% | +450.4% | +1,019.5% | +1,307.1% |
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