-1.8%
BA vs NI
+71.3%
-73.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +1.2% | +2.0% | -0.9% | +0.6% |
| 30D | -11.6% | -3.5% | -8.1% | -10.7% |
| 3M | -2.4% | -9.1% | +6.7% | +0.3% |
| 6M | -6.6% | -11.8% | +5.2% | -3.3% |
| YTD | -2.2% | +1.1% | -3.3% | -3.2% |
| 1Y | -8.0% | +6.7% | -14.7% | -10.7% |
| All | -1.8% | +71.3% | -73.1% | -15.5% |
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