+84.6%
VSXY vs BBAI
-70.3%
+154.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | -6.8% | -1.0% | -5.8% | -6.8% |
| 30D | -20.4% | -10.7% | -9.7% | -20.2% |
| 3M | +2.9% | -32.3% | +35.1% | +3.6% |
| 6M | +67.9% | -31.3% | +99.2% | +68.7% |
| YTD | +44.9% | -45.9% | +90.8% | +46.0% |
| 1Y | +205.9% | -40.0% | +246.0% | +206.8% |
| 3Y | +373.9% | +72.8% | +301.1% | +366.6% |
| 5Y | +23.5% | -70.4% | +93.8% | +33.6% |
| All | +84.6% | -70.3% | +154.9% | +97.4% |
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 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