+71.1%
BA vs NRG
+1,065.0%
-994.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -12.2% | -6.8% | -5.4% | -10.4% |
| 3M | -2.0% | -7.1% | +5.1% | -1.1% |
| 6M | -6.0% | -27.6% | +21.6% | +1.9% |
| YTD | -5.7% | -29.2% | +23.5% | +2.2% |
| 1Y | -10.0% | -29.9% | +19.9% | -2.9% |
| 3Y | -3.1% | +198.7% | -201.7% | -44.6% |
| 5Y | -2.6% | +192.9% | -195.5% | -45.4% |
| All | +71.1% | +1,065.0% | -994.0% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling