+158.7%
ETR vs BBAI
-70.8%
+229.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +1.4% | -4.3% | +5.7% | +1.4% |
| 30D | +1.0% | -3.6% | +4.6% | +1.0% |
| 3M | -1.3% | -38.8% | +37.5% | -1.4% |
| 6M | +1.9% | -23.8% | +25.6% | +1.8% |
| YTD | +18.2% | -45.9% | +64.1% | +18.0% |
| 1Y | +24.7% | -40.8% | +65.4% | +24.7% |
| 3Y | +150.7% | +69.8% | +80.9% | +154.3% |
| 5Y | +127.0% | -70.3% | +197.4% | +125.4% |
| All | +158.7% | -70.8% | +229.5% | +157.4% |
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 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