+103.0%
ESI vs BBAI
-70.8%
+173.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +5.0% | +3.0% |
| 7D | +3.3% | -4.3% | +7.6% | +3.4% |
| 30D | -5.9% | -3.6% | -2.2% | -5.8% |
| 3M | -14.1% | -38.8% | +24.7% | -13.3% |
| 6M | +6.6% | -23.8% | +30.3% | +7.0% |
| YTD | +45.0% | -45.9% | +91.0% | +46.4% |
| 1Y | +41.5% | -40.8% | +82.2% | +42.3% |
| 3Y | +78.8% | +69.8% | +9.0% | +75.5% |
| 5Y | +70.9% | -70.3% | +141.2% | +67.0% |
| All | +103.0% | -70.8% | +173.8% | +100.6% |
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