+191.1%
QLD vs BBAI
-70.8%
+261.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +0.6% | -4.3% | +4.8% | +0.7% |
| 30D | -0.1% | -3.6% | +3.5% | 0.0% |
| 3M | -8.4% | -38.8% | +30.4% | -6.6% |
| 6M | +32.2% | -23.8% | +56.0% | +33.5% |
| YTD | +28.9% | -45.9% | +74.8% | +31.5% |
| 1Y | +43.8% | -40.8% | +84.6% | +45.8% |
| 3Y | +176.6% | +69.8% | +106.8% | +168.7% |
| 5Y | +121.6% | -70.3% | +191.9% | +119.9% |
| All | +191.1% | -70.8% | +261.9% | +185.7% |
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