-23.5%
ESTC vs BBAI
-71.7%
+48.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.0% |
| 7D | -3.3% | -4.1% | +0.7% | -3.2% |
| 30D | +13.4% | -12.4% | +25.8% | +14.0% |
| 3M | +41.3% | -29.1% | +70.4% | +43.1% |
| 6M | +62.6% | -32.6% | +95.2% | +64.7% |
| YTD | +14.8% | -47.6% | +62.4% | +17.1% |
| 1Y | -5.1% | -41.0% | +36.0% | -4.1% |
| 3Y | +11.2% | +67.5% | -56.3% | +5.9% |
| 5Y | -47.0% | -71.3% | +24.3% | -43.8% |
| All | -23.5% | -71.7% | +48.2% | -19.9% |
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