-36.6%
EFX vs BBAI
-71.3%
+34.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.0% |
| 7D | -9.4% | -4.1% | -5.3% | -9.3% |
| 30D | -6.9% | -12.4% | +5.5% | -6.7% |
| 3M | +0.1% | -29.1% | +29.2% | +0.7% |
| 6M | -17.3% | -32.6% | +15.3% | -16.9% |
| YTD | -21.8% | -47.6% | +25.8% | -21.1% |
| 1Y | -32.5% | -41.0% | +8.5% | -32.3% |
| 3Y | -12.3% | +67.5% | -79.8% | -15.2% |
| 5Y | -36.6% | -71.3% | +34.7% | -43.4% |
| All | -36.6% | -71.3% | +34.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling