-99.9%
BIYA vs EXPD
+72.9%
-172.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +2.9% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | -22.3% | +0.6% | -22.9% | -22.3% |
| 3M | -54.8% | +9.8% | -64.6% | -55.7% |
| 6M | -86.5% | +25.8% | -112.2% | -87.4% |
| YTD | -96.8% | +31.3% | -128.1% | -97.1% |
| 1Y | -98.6% | +40.9% | -139.6% | -98.7% |
| All | -99.9% | +72.9% | -172.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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