-8.0%
BA vs NRG
-18.6%
+10.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.1% |
| 7D | +1.2% | +7.1% | -6.0% | +0.1% |
| 30D | -11.6% | -1.4% | -10.2% | -11.5% |
| 3M | -2.4% | -10.5% | +8.1% | -1.8% |
| 6M | -6.6% | -26.7% | +20.1% | -3.7% |
| YTD | -2.2% | -24.5% | +22.3% | 0.0% |
| 1Y | -8.0% | -18.6% | +10.5% | -6.3% |
| All | -8.0% | -18.6% | +10.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling