+42.0%
BP vs BIYA
-99.9%
+141.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.5% |
| 7D | -0.8% | +2.5% | -3.3% | -0.8% |
| 30D | -3.1% | -22.3% | +19.1% | -3.2% |
| 3M | +6.2% | -54.8% | +61.0% | +6.1% |
| 6M | +4.8% | -86.5% | +91.3% | +4.9% |
| YTD | +35.2% | -96.8% | +132.0% | +36.1% |
| 1Y | +27.4% | -98.6% | +126.0% | +29.7% |
| All | +42.0% | -99.9% | +141.9% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling