-20.4%
BA vs NRG
+217.3%
-237.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.4% | +17.1% | -18.5% | -5.1% |
| 30D | -7.9% | -7.9% | 0.0% | -6.7% |
| 3M | -25.2% | -18.2% | -7.0% | -22.3% |
| 6M | -26.7% | -28.4% | +1.7% | -22.3% |
| YTD | -19.6% | -37.9% | +18.3% | -12.5% |
| 1Y | -10.6% | -39.2% | +28.7% | -2.5% |
| 3Y | -11.2% | +125.3% | -136.6% | -41.2% |
| 5Y | -20.4% | +215.7% | -236.2% | -60.3% |
| All | -20.4% | +217.3% | -237.7% | -60.3% |
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 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