+100.8%
EFV vs BBAI
-71.3%
+172.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.1% |
| 7D | -0.8% | -1.7% | +0.9% | -0.8% |
| 30D | +0.6% | -12.0% | +12.6% | +0.8% |
| 3M | +7.5% | -30.7% | +38.2% | +8.0% |
| 6M | +13.0% | -30.7% | +43.7% | +13.4% |
| YTD | +18.3% | -46.9% | +65.2% | +19.0% |
| 1Y | +26.7% | -41.1% | +67.8% | +27.1% |
| 3Y | +89.6% | +65.9% | +23.7% | +85.6% |
| 5Y | +98.2% | -70.9% | +169.1% | +90.0% |
| All | +100.8% | -71.3% | +172.1% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling