-12.3%
BA vs NRG
-39.3%
+27.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -0.6% | +21.7% | -22.3% | -3.0% |
| 30D | -8.0% | -8.1% | +0.1% | -7.0% |
| 3M | -25.8% | -18.3% | -7.5% | -23.8% |
| 6M | -27.6% | -28.0% | +0.4% | -25.2% |
| YTD | -21.0% | -37.5% | +16.5% | -17.2% |
| 1Y | -12.3% | -41.1% | +28.8% | -8.4% |
| All | -12.3% | -39.3% | +27.1% | -8.4% |
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