-7.7%
BA vs NVD
-99.2%
+91.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.7% |
| 7D | +1.2% | -11.1% | +12.3% | +0.2% |
| 30D | -11.6% | -13.3% | +1.6% | -12.5% |
| 3M | -2.4% | -19.8% | +17.4% | -3.4% |
| 6M | -6.6% | -48.8% | +42.2% | -10.5% |
| YTD | -2.2% | -49.7% | +47.4% | -6.1% |
| 1Y | -8.0% | -61.4% | +53.3% | -12.9% |
| 3Y | -5.0% | -99.1% | +94.1% | -17.8% |
| All | -7.7% | -99.2% | +91.5% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling