-8.4%
BA vs NVDL
+1,259.0%
-1,267.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.3% |
| 7D | -1.1% | -24.8% | +23.7% | +1.2% |
| 30D | -7.1% | -48.0% | +40.9% | -2.3% |
| 3M | -25.5% | -51.5% | +26.0% | -21.5% |
| 6M | -28.7% | -54.9% | +26.2% | -24.8% |
| YTD | -21.0% | -39.2% | +18.2% | -19.4% |
| 1Y | -11.9% | -41.1% | +29.3% | -10.0% |
| 3Y | -16.2% | +262.9% | -279.1% | -27.9% |
| All | -8.4% | +1,259.0% | -1,267.3% | -32.2% |
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