+72.4%
EWZ vs BBAI
-70.8%
+143.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.6% | -1.0% | +6.6% | +5.6% |
| 30D | +9.3% | -10.7% | +20.0% | +9.4% |
| 3M | +15.7% | -32.3% | +47.9% | +16.3% |
| 6M | +7.4% | -31.3% | +38.7% | +7.9% |
| YTD | +22.7% | -45.9% | +68.6% | +23.5% |
| 1Y | +36.4% | -40.0% | +76.4% | +36.9% |
| 3Y | +50.4% | +72.8% | -22.4% | +47.4% |
| 5Y | +67.6% | -70.4% | +138.0% | +62.3% |
| All | +72.4% | -70.8% | +143.2% | +67.4% |
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 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