+58.8%
EWJ vs BBAI
-70.8%
+129.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.9% | -1.0% | +3.9% | +2.9% |
| 30D | +1.1% | -10.7% | +11.8% | +1.3% |
| 3M | +7.1% | -32.3% | +39.4% | +7.8% |
| 6M | +16.2% | -31.3% | +47.5% | +16.8% |
| YTD | +22.0% | -45.9% | +67.9% | +22.9% |
| 1Y | +26.2% | -40.0% | +66.2% | +26.7% |
| 3Y | +73.5% | +72.8% | +0.7% | +69.3% |
| 5Y | +52.7% | -70.4% | +123.1% | +46.8% |
| All | +58.8% | -70.8% | +129.6% | +52.6% |
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