+0.3%
ES vs BBAI
-70.8%
+71.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.4% |
| 30D | -1.2% | -10.7% | +9.5% | -1.2% |
| 3M | +5.0% | -32.3% | +37.2% | +5.0% |
| 6M | -2.8% | -31.3% | +28.5% | -2.8% |
| YTD | +8.6% | -45.9% | +54.5% | +8.6% |
| 1Y | +18.9% | -40.0% | +59.0% | +19.0% |
| 3Y | +32.1% | +72.8% | -40.6% | +32.2% |
| 5Y | -5.1% | -70.4% | +65.3% | -5.1% |
| All | +0.3% | -70.8% | +71.1% | +0.4% |
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 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