-99.1%
BIYA vs EXPD
+35.2%
-134.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | -10.5% | -7.2% | -3.3% | -8.4% |
| 30D | -51.7% | -3.3% | -48.5% | -51.3% |
| 3M | -60.8% | +3.4% | -64.2% | -61.6% |
| 6M | -90.6% | +22.7% | -113.3% | -91.9% |
| YTD | -97.1% | +24.5% | -121.7% | -97.5% |
| 1Y | -99.1% | +38.6% | -137.7% | -99.1% |
| All | -99.1% | +35.2% | -134.2% | -99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling