+558.4%
BA vs NRG
+1,284.9%
-726.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -1.1% | +10.0% | -11.1% | -4.0% |
| 30D | -7.1% | -3.2% | -3.9% | -7.1% |
| 3M | -25.5% | -18.5% | -7.0% | -22.1% |
| 6M | -28.7% | -25.3% | -3.4% | -24.5% |
| YTD | -21.0% | -38.1% | +17.1% | -12.6% |
| 1Y | -11.9% | -40.7% | +28.8% | -1.6% |
| 3Y | -16.2% | +121.8% | -137.9% | -41.2% |
| 5Y | -22.4% | +209.2% | -231.6% | -51.7% |
| 10Y | +24.5% | +981.4% | -956.8% | -45.9% |
| All | +558.4% | +1,284.9% | -726.5% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling