-3.5%
BA vs NRG
+190.8%
-194.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -1.2% |
| 7D | -1.2% | +3.9% | -5.0% | -2.1% |
| 30D | -11.3% | -3.0% | -8.4% | -10.8% |
| 3M | -3.8% | -10.9% | +7.1% | -2.1% |
| 6M | -8.3% | -25.3% | +17.0% | -3.2% |
| YTD | -4.9% | -26.8% | +21.9% | +0.3% |
| 1Y | -10.1% | -23.3% | +13.2% | -7.0% |
| 3Y | -2.3% | +208.6% | -210.9% | -40.4% |
| 5Y | -3.5% | +194.1% | -197.7% | -39.8% |
| All | -3.5% | +190.8% | -194.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling