+8.9%
XLRE vs BBAI
-70.8%
+79.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.8% |
| 7D | -1.2% | -1.7% | +0.6% | -1.1% |
| 30D | -2.4% | -12.0% | +9.6% | -2.3% |
| 3M | -2.5% | -30.7% | +28.2% | -2.1% |
| 6M | +4.0% | -30.7% | +34.6% | +4.3% |
| YTD | +9.3% | -46.9% | +56.1% | +9.8% |
| 1Y | +5.6% | -41.1% | +46.7% | +5.8% |
| 3Y | +31.3% | +65.9% | -34.6% | +28.4% |
| All | +8.9% | -70.8% | +79.7% | +4.0% |
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