-52.8%
BA vs NET
+1,381.0%
-1,433.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.5% |
| 7D | +5.9% | -16.4% | +22.3% | +8.4% |
| 30D | -8.2% | -25.8% | +17.7% | -4.5% |
| 3M | -25.4% | -11.5% | -13.8% | -24.7% |
| 6M | -20.0% | +18.9% | -38.9% | -23.6% |
| YTD | -18.5% | +35.2% | -53.7% | -24.6% |
| 1Y | -10.6% | +14.5% | -25.1% | -15.3% |
| 3Y | -9.3% | +313.8% | -323.1% | -31.0% |
| 5Y | -16.9% | +32.6% | -49.5% | -33.7% |
| All | -52.8% | +1,381.0% | -1,433.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling