-16.2%
BA vs NI
+102.7%
-118.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -1.1% | +4.3% | -5.4% | -2.3% |
| 30D | -7.1% | +12.4% | -19.5% | -10.2% |
| 3M | -25.5% | +10.2% | -35.7% | -27.6% |
| 6M | -28.7% | -0.8% | -27.9% | -28.7% |
| YTD | -21.0% | +13.2% | -34.2% | -24.4% |
| 1Y | -11.9% | +10.1% | -21.9% | -14.9% |
| 3Y | -16.2% | +103.1% | -119.3% | -27.1% |
| All | -16.2% | +102.7% | -118.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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