+12.5%
BA vs NVDL
+2,476.2%
-2,463.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | -0.8% | -10.3% | +9.5% | +0.1% |
| 30D | -9.0% | -7.1% | -1.9% | -8.6% |
| 3M | -5.0% | +6.6% | -11.6% | -6.1% |
| 6M | -1.7% | +21.1% | -22.8% | -4.4% |
| YTD | -3.1% | +15.2% | -18.3% | -5.7% |
| 1Y | -4.3% | +18.8% | -23.1% | -7.7% |
| 3Y | -0.3% | +649.9% | -650.2% | -19.0% |
| All | +12.5% | +2,476.2% | -2,463.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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