+49.3%
EXPE vs BBAI
-75.5%
+124.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.4% |
| 7D | -13.3% | -5.0% | -8.3% | -13.1% |
| 30D | -5.5% | +2.5% | -8.0% | -5.6% |
| 3M | -16.5% | -25.1% | +8.6% | -15.7% |
| 6M | +13.1% | -41.4% | +54.5% | +14.8% |
| YTD | -8.0% | -54.6% | +46.6% | -6.1% |
| 1Y | +1.1% | -56.9% | +58.0% | +3.1% |
| 3Y | +131.2% | +59.1% | +72.1% | +121.6% |
| 5Y | +39.8% | -75.4% | +115.2% | +23.9% |
| All | +49.3% | -75.5% | +124.8% | +33.3% |
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