+13.4%
BA vs NVDL
+2,772.7%
-2,759.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | +1.2% | +11.7% | -10.5% | +0.2% |
| 30D | -11.6% | +7.8% | -19.5% | -12.4% |
| 3M | -2.4% | +3.3% | -5.7% | -3.3% |
| 6M | -6.6% | +38.9% | -45.5% | -10.3% |
| YTD | -2.2% | +28.5% | -30.7% | -5.8% |
| 1Y | -8.0% | +40.6% | -48.6% | -12.6% |
| 3Y | -5.0% | +648.7% | -653.7% | -22.9% |
| All | +13.4% | +2,772.7% | -2,759.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling