+68.6%
FE vs BBAI
-77.8%
+146.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | -14.6% | +14.6% | 0.0% |
| 30D | +5.2% | -11.6% | +16.7% | +5.2% |
| 3M | 0.0% | -26.2% | +26.2% | 0.0% |
| 6M | +5.0% | -49.2% | +54.2% | +5.1% |
| YTD | +7.9% | -58.9% | +66.8% | +8.0% |
| 1Y | +6.3% | -60.8% | +67.1% | +6.4% |
| 3Y | +46.0% | +51.0% | -5.0% | +45.3% |
| 5Y | +45.6% | -77.7% | +123.3% | +45.4% |
| All | +68.6% | -77.8% | +146.4% | +69.5% |
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