+28.1%
XLRE vs BBAI
-71.7%
+99.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.1% |
| 7D | -0.7% | -4.1% | +3.3% | -0.7% |
| 30D | -2.2% | -12.4% | +10.2% | -2.1% |
| 3M | -2.6% | -29.1% | +26.4% | -2.3% |
| 6M | +2.6% | -32.6% | +35.2% | +2.9% |
| YTD | +9.3% | -47.6% | +56.8% | +9.8% |
| 1Y | +7.2% | -41.0% | +48.3% | +7.4% |
| 3Y | +31.3% | +67.5% | -36.1% | +28.5% |
| 5Y | +8.1% | -71.3% | +79.4% | +4.1% |
| All | +28.1% | -71.7% | +99.8% | +22.8% |
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