+19.0%
VSXY vs BBAI
-71.4%
+90.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -0.3% | -5.4% | +5.0% | -0.2% |
| 30D | -22.1% | -15.3% | -6.7% | -21.8% |
| 3M | -1.1% | -29.9% | +28.7% | -0.5% |
| 6M | +53.8% | -30.7% | +84.5% | +54.5% |
| YTD | +35.5% | -47.8% | +83.3% | +36.6% |
| 1Y | +186.0% | -40.4% | +226.4% | +186.9% |
| 3Y | +343.2% | +66.9% | +276.3% | +336.7% |
| 5Y | +19.0% | -71.4% | +90.4% | +24.4% |
| All | +19.0% | -71.4% | +90.4% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling