-22.1%
BA vs NI
+104.4%
-126.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | -7.9% | +9.6% | -17.6% | -11.1% |
| 3M | -25.3% | +2.5% | -27.8% | -26.1% |
| 6M | -24.6% | -5.8% | -18.8% | -23.1% |
| YTD | -20.1% | +8.6% | -28.7% | -23.2% |
| 1Y | -11.8% | +6.0% | -17.7% | -14.4% |
| 3Y | -10.1% | +91.0% | -101.2% | -32.4% |
| All | -22.1% | +104.4% | -126.5% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling