-10.1%
BA vs NSC
+74.1%
-84.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.3% |
| 7D | +1.1% | -6.6% | +7.7% | +3.1% |
| 30D | -7.9% | +2.2% | -10.1% | -8.7% |
| 3M | -25.3% | -6.2% | -19.1% | -24.1% |
| 6M | -24.6% | +1.7% | -26.3% | -25.5% |
| YTD | -20.1% | +12.2% | -32.4% | -24.0% |
| 1Y | -11.8% | +15.4% | -27.2% | -16.9% |
| 3Y | -10.1% | +73.3% | -83.5% | -28.5% |
| All | -10.1% | +74.1% | -84.2% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling