+73.9%
BA vs NSC
+324.6%
-250.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +1.2% | -5.5% | +6.7% | +4.9% |
| 30D | -11.6% | -3.2% | -8.4% | -9.9% |
| 3M | -2.4% | +7.7% | -10.1% | -7.7% |
| 6M | -6.6% | +4.5% | -11.1% | -10.6% |
| YTD | -2.2% | +15.6% | -17.8% | -12.9% |
| 1Y | -8.0% | +19.8% | -27.9% | -20.3% |
| 3Y | -5.0% | +70.1% | -75.1% | -39.1% |
| 5Y | -2.7% | +46.1% | -48.8% | -32.3% |
| All | +73.9% | +324.6% | -250.7% | -31.8% |
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