-21.1%
BAX vs BIYA
-99.9%
+78.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +9.0% | -8.9% | +0.1% |
| 30D | +4.1% | -12.9% | +17.0% | +4.1% |
| 3M | -4.5% | -54.7% | +50.1% | -4.5% |
| 6M | +49.2% | -85.1% | +134.3% | +48.9% |
| YTD | +35.2% | -96.9% | +132.1% | +37.4% |
| 1Y | +38.3% | -98.5% | +136.8% | +43.8% |
| All | -21.1% | -99.9% | +78.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling