+60.8%
BBAI vs VLTO
+57.1%
+3.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | -10.2% | +1.5% | -11.7% | -10.8% |
| 30D | 0.0% | +20.9% | -20.9% | -9.7% |
| 3M | -30.9% | +21.4% | -52.3% | -37.8% |
| 6M | -46.8% | +37.6% | -84.3% | -56.4% |
| YTD | -57.4% | +19.5% | -77.0% | -61.3% |
| 1Y | -62.0% | +22.0% | -84.1% | -66.2% |
| 3Y | +47.4% | +70.7% | -23.3% | -10.0% |
| All | +60.8% | +57.1% | +3.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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