+25.9%
FIVE vs BBAI
-77.0%
+102.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -0.5% | -10.2% | +9.7% | -0.2% |
| 30D | +17.4% | 0.0% | +17.4% | +17.3% |
| 3M | +7.0% | -30.9% | +38.0% | +8.0% |
| 6M | +20.5% | -46.8% | +67.2% | +22.2% |
| YTD | +33.1% | -57.4% | +90.5% | +35.4% |
| 1Y | +67.1% | -62.0% | +129.1% | +70.2% |
| 3Y | +41.9% | +47.4% | -5.5% | +39.1% |
| 5Y | +21.1% | -77.0% | +98.0% | +16.0% |
| All | +25.9% | -77.0% | +102.9% | +17.4% |
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