-8.5%
BA vs NVD
-99.1%
+90.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | -0.8% | +10.8% | -11.7% | +0.1% |
| 30D | -9.0% | +0.8% | -9.7% | -8.7% |
| 3M | -5.0% | -20.8% | +15.8% | -6.2% |
| 6M | -1.7% | -41.2% | +39.4% | -4.6% |
| YTD | -3.1% | -44.2% | +41.1% | -6.0% |
| 1Y | -4.3% | -54.2% | +49.8% | -8.1% |
| 3Y | -0.3% | -99.1% | +98.9% | -12.9% |
| All | -8.5% | -99.1% | +90.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling