-24.6%
BA vs NVD
-98.9%
+74.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.1% |
| 7D | +1.1% | +16.8% | -15.8% | +2.6% |
| 30D | -7.9% | +54.3% | -62.3% | -4.1% |
| 3M | -25.3% | +24.3% | -49.6% | -23.4% |
| 6M | -24.6% | +0.6% | -25.2% | -23.4% |
| YTD | -20.1% | -27.7% | +7.6% | -20.5% |
| 1Y | -11.8% | -29.4% | +17.7% | -12.1% |
| 3Y | -10.1% | -98.8% | +88.7% | -18.8% |
| All | -24.6% | -98.9% | +74.2% | -32.5% |
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