-99.9%
BIYA vs EXPD
+64.0%
-163.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | -10.5% | -7.2% | -3.3% | -9.4% |
| 30D | -51.7% | -3.3% | -48.5% | -51.5% |
| 3M | -60.8% | +3.4% | -64.2% | -61.2% |
| 6M | -90.6% | +22.7% | -113.3% | -91.2% |
| YTD | -97.1% | +24.5% | -121.7% | -97.3% |
| 1Y | -99.1% | +38.6% | -137.7% | -99.1% |
| All | -99.9% | +64.0% | -163.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling