+71.7%
EXPE vs BBAI
-70.8%
+142.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.6% |
| 7D | -9.5% | -4.3% | -5.3% | -9.4% |
| 30D | -6.6% | -3.6% | -3.0% | -6.6% |
| 3M | +31.4% | -38.8% | +70.2% | +33.3% |
| 6M | +35.2% | -23.8% | +58.9% | +35.9% |
| YTD | +5.8% | -45.9% | +51.7% | +7.4% |
| 1Y | +38.7% | -40.8% | +79.4% | +39.7% |
| 3Y | +175.8% | +69.8% | +106.0% | +163.2% |
| 5Y | +111.8% | -70.3% | +182.2% | +87.0% |
| All | +71.7% | -70.8% | +142.5% | +52.4% |
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