-11.5%
BA vs NVD
-17.3%
+5.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | +0.2% |
| 7D | -1.7% | +23.8% | -25.5% | +0.4% |
| 30D | -9.5% | +57.0% | -66.4% | -5.3% |
| 3M | -26.5% | +41.6% | -68.0% | -23.4% |
| 6M | -27.4% | +17.6% | -44.9% | -25.1% |
| YTD | -20.6% | -21.4% | +0.8% | -21.7% |
| All | -11.5% | -17.3% | +5.8% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling