-58.8%
EL vs BBAI
-77.0%
+18.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +0.3% | -10.2% | +10.4% | +0.4% |
| 30D | +12.3% | 0.0% | +12.3% | +12.2% |
| 3M | +28.4% | -30.9% | +59.3% | +29.1% |
| 6M | +36.7% | -46.8% | +83.5% | +37.9% |
| YTD | +8.4% | -57.4% | +65.8% | +9.5% |
| 1Y | +25.4% | -62.0% | +87.5% | +26.7% |
| 3Y | +3.4% | +47.4% | -44.0% | +2.0% |
| 5Y | -64.8% | -77.0% | +12.2% | -67.0% |
| All | -58.8% | -77.0% | +18.2% | -61.4% |
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