+38.1%
ESI vs BBAI
-79.3%
+117.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.0% | +7.9% | -1.9% |
| 7D | +8.3% | -6.8% | +15.1% | +8.5% |
| 30D | -10.4% | -13.4% | +3.0% | -10.2% |
| 3M | -13.2% | -36.5% | +23.3% | -12.3% |
| 6M | -23.9% | -50.6% | +26.7% | -22.8% |
| YTD | +34.2% | -61.7% | +95.9% | +36.4% |
| 1Y | +22.2% | -71.1% | +93.4% | +24.8% |
| 3Y | +79.2% | +32.7% | +46.5% | +77.2% |
| 5Y | +38.1% | -79.2% | +117.4% | +32.7% |
| All | +38.1% | -79.3% | +117.4% | +32.7% |
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