+1,821.9%
BA vs NI
+5,092.7%
-3,270.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | +1.2% | +2.0% | -0.9% | +0.3% |
| 30D | -11.6% | -3.5% | -8.1% | -10.3% |
| 3M | -2.4% | -9.1% | +6.7% | +1.5% |
| 6M | -6.6% | -11.8% | +5.2% | -1.8% |
| YTD | -2.2% | +1.1% | -3.3% | -3.3% |
| 1Y | -8.0% | +6.7% | -14.7% | -11.4% |
| 3Y | -5.0% | +71.1% | -76.1% | -26.8% |
| 5Y | -2.7% | +94.3% | -97.0% | -29.9% |
| 10Y | +75.9% | +135.8% | -59.9% | +16.9% |
| All | +1,821.9% | +5,092.7% | -3,270.7% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling