-25.4%
BA vs NVD
-98.6%
+73.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.0% | -10.7% | -0.9% |
| 7D | -0.6% | +17.0% | -17.6% | +0.9% |
| 30D | -8.0% | +77.3% | -85.3% | -3.0% |
| 3M | -25.8% | +61.6% | -87.4% | -22.1% |
| 6M | -27.6% | +40.7% | -68.2% | -24.2% |
| YTD | -21.0% | -10.5% | -10.5% | -19.8% |
| 1Y | -12.3% | -6.1% | -6.1% | -10.4% |
| 3Y | -12.8% | -98.4% | +85.7% | -19.1% |
| All | -25.4% | -98.6% | +73.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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