+1,821.9%
BA vs NSC
+5,745.4%
-3,923.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.2% | -5.5% | +6.7% | +3.7% |
| 30D | -11.6% | -3.2% | -8.4% | -10.5% |
| 3M | -2.4% | +7.7% | -10.1% | -5.9% |
| 6M | -6.6% | +4.5% | -11.1% | -9.2% |
| YTD | -2.2% | +15.6% | -17.8% | -9.3% |
| 1Y | -8.0% | +19.8% | -27.9% | -16.1% |
| 3Y | -5.0% | +70.1% | -75.1% | -27.6% |
| 5Y | -2.7% | +46.1% | -48.8% | -21.3% |
| 10Y | +75.9% | +328.1% | -252.2% | -5.9% |
| All | +1,821.9% | +5,745.4% | -3,923.5% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling