+28.9%
BA vs NSC
+308.0%
-279.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +2.1% |
| 7D | +1.1% | -6.2% | +7.3% | +5.3% |
| 30D | -7.9% | +2.6% | -10.5% | -9.8% |
| 3M | -25.3% | -5.8% | -19.5% | -22.8% |
| 6M | -24.6% | +2.1% | -26.7% | -26.9% |
| YTD | -20.1% | +12.7% | -32.8% | -28.1% |
| 1Y | -11.8% | +15.9% | -27.6% | -22.1% |
| 3Y | -10.1% | +74.0% | -84.2% | -43.8% |
| 5Y | -22.7% | +25.2% | -47.9% | -39.5% |
| All | +28.9% | +308.0% | -279.1% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling