+45.6%
EWZ vs BBAI
-75.5%
+121.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.4% | +1.8% |
| 7D | +1.4% | -5.0% | +6.4% | +1.5% |
| 30D | -25.1% | +2.5% | -27.6% | -25.2% |
| 3M | -7.7% | -25.1% | +17.4% | -7.4% |
| 6M | -15.8% | -41.4% | +25.5% | -15.3% |
| YTD | +3.6% | -54.6% | +58.3% | +4.6% |
| 1Y | +5.5% | -56.9% | +62.4% | +6.4% |
| 3Y | +22.1% | +59.1% | -37.0% | +19.9% |
| 5Y | +58.3% | -75.4% | +133.8% | +53.8% |
| All | +45.6% | -75.5% | +121.1% | +41.7% |
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 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