+1,470.1%
BA vs NSC
+5,576.5%
-4,106.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.8% |
| 7D | +1.1% | -6.6% | +7.7% | +4.1% |
| 30D | -7.9% | +2.2% | -10.1% | -9.0% |
| 3M | -25.3% | -6.2% | -19.1% | -23.5% |
| 6M | -24.6% | +1.7% | -26.3% | -25.9% |
| YTD | -20.1% | +12.2% | -32.4% | -25.2% |
| 1Y | -11.8% | +15.4% | -27.2% | -18.3% |
| 3Y | -10.1% | +73.3% | -83.5% | -32.2% |
| 5Y | -22.7% | +24.7% | -47.4% | -33.0% |
| 10Y | +35.1% | +324.5% | -289.4% | -27.5% |
| All | +1,470.1% | +5,576.5% | -4,106.3% | +166.4% |
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