+558.6%
BA vs NRG
+1,298.5%
-739.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.6% | +21.7% | -22.3% | -6.3% |
| 30D | -8.0% | -8.1% | +0.1% | -6.7% |
| 3M | -25.8% | -18.3% | -7.5% | -22.4% |
| 6M | -27.6% | -28.0% | +0.4% | -22.5% |
| YTD | -21.0% | -37.5% | +16.5% | -12.8% |
| 1Y | -12.3% | -41.1% | +28.8% | -1.9% |
| 3Y | -12.8% | +126.6% | -139.3% | -39.2% |
| 5Y | -22.4% | +212.3% | -234.6% | -51.8% |
| 10Y | +24.6% | +992.0% | -967.4% | -46.0% |
| All | +558.6% | +1,298.5% | -739.9% | +144.2% |
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