+64.0%
EFA vs BBAI
-70.8%
+134.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | -1.0% | +2.2% | +1.2% |
| 30D | -0.7% | -10.7% | +10.0% | -0.6% |
| 3M | +6.4% | -32.3% | +38.7% | +7.0% |
| 6M | +11.4% | -31.3% | +42.7% | +11.8% |
| YTD | +14.0% | -45.9% | +59.9% | +14.7% |
| 1Y | +20.2% | -40.0% | +60.3% | +20.6% |
| 3Y | +68.2% | +72.8% | -4.6% | +64.8% |
| 5Y | +54.8% | -70.4% | +125.2% | +49.2% |
| All | +64.0% | -70.8% | +134.8% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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