+101.1%
EFV vs BBAI
-70.8%
+171.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | -1.0% | +2.0% | +1.0% |
| 30D | +0.2% | -10.7% | +10.9% | +0.3% |
| 3M | +9.6% | -32.3% | +41.9% | +10.1% |
| 6M | +14.0% | -31.3% | +45.3% | +14.5% |
| YTD | +18.5% | -45.9% | +64.4% | +19.2% |
| 1Y | +27.9% | -40.0% | +67.9% | +28.2% |
| 3Y | +92.4% | +72.8% | +19.7% | +88.3% |
| 5Y | +97.2% | -70.4% | +167.5% | +88.9% |
| All | +101.1% | -70.8% | +171.9% | +92.3% |
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