+714.8%
BA vs NRG
+1,589.2%
-874.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -1.0% |
| 7D | +1.2% | +7.1% | -6.0% | -0.9% |
| 30D | -11.6% | -1.4% | -10.2% | -11.4% |
| 3M | -2.4% | -10.5% | +8.1% | -0.4% |
| 6M | -6.6% | -26.7% | +20.1% | +0.1% |
| YTD | -2.2% | -24.5% | +22.3% | +3.3% |
| 1Y | -8.0% | -18.6% | +10.5% | -5.8% |
| 3Y | -5.0% | +227.1% | -232.1% | -40.1% |
| 5Y | -2.7% | +198.8% | -201.5% | -38.0% |
| 10Y | +75.9% | +1,122.3% | -1,046.4% | -26.1% |
| All | +714.8% | +1,589.2% | -874.4% | +189.5% |
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