+54.4%
XLC vs BBAI
-71.8%
+126.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -1.7% | -5.4% | +3.7% | -1.6% |
| 30D | +0.2% | -15.3% | +15.5% | +0.4% |
| 3M | +0.7% | -29.9% | +30.6% | +1.1% |
| 6M | -4.5% | -30.7% | +26.3% | -4.1% |
| YTD | -4.7% | -47.8% | +43.0% | -4.1% |
| 1Y | -1.5% | -40.4% | +38.9% | -1.2% |
| 3Y | +72.2% | +66.9% | +5.4% | +69.0% |
| 5Y | +39.3% | -71.4% | +110.7% | +36.4% |
| All | +54.4% | -71.8% | +126.2% | +50.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling