-45.5%
ESTC vs BBAI
-70.3%
+24.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -4.3% | -1.0% | -3.3% | -4.3% |
| 30D | +17.7% | -10.7% | +28.4% | +18.2% |
| 3M | +42.3% | -32.3% | +74.5% | +44.3% |
| 6M | +64.6% | -31.3% | +95.9% | +66.5% |
| YTD | +17.2% | -45.9% | +63.1% | +19.4% |
| 1Y | -4.2% | -40.0% | +35.8% | -3.3% |
| 3Y | +13.5% | +72.8% | -59.3% | +7.9% |
| 5Y | -45.5% | -70.4% | +24.8% | -42.7% |
| All | -45.5% | -70.3% | +24.8% | -42.7% |
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