-1.1%
EFX vs BBAI
-70.8%
+69.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.3% |
| 7D | -8.6% | -4.3% | -4.4% | -8.6% |
| 30D | +0.1% | -3.6% | +3.7% | +0.2% |
| 3M | +3.8% | -38.8% | +42.6% | +4.7% |
| 6M | -13.5% | -23.8% | +10.2% | -13.2% |
| YTD | -17.7% | -45.9% | +28.3% | -17.0% |
| 1Y | -25.6% | -40.8% | +15.2% | -25.4% |
| 3Y | -12.1% | +69.8% | -81.9% | -15.0% |
| 5Y | -33.8% | -70.3% | +36.5% | -38.9% |
| All | -1.1% | -70.8% | +69.7% | -7.4% |
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 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