+20.7%
FIVE vs BBAI
-77.8%
+98.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.3% | -14.6% | +14.3% | +0.1% |
| 30D | +17.7% | -11.6% | +29.2% | +18.0% |
| 3M | +4.0% | -26.2% | +30.2% | +4.7% |
| 6M | +2.6% | -49.2% | +51.8% | +4.2% |
| YTD | +27.6% | -58.9% | +86.5% | +29.9% |
| 1Y | +59.9% | -60.8% | +120.7% | +62.8% |
| 3Y | +35.8% | +51.0% | -15.3% | +33.2% |
| 5Y | +14.4% | -77.7% | +92.1% | +9.6% |
| All | +20.7% | -77.8% | +98.5% | +12.6% |
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