-10.8%
BX vs BIYA
-99.8%
+88.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.8% |
| 7D | -8.9% | -1.3% | -7.6% | -8.9% |
| 30D | -14.8% | -15.9% | +1.1% | -14.6% |
| 3M | +6.9% | -81.2% | +88.2% | +7.3% |
| 6M | +16.3% | -88.2% | +104.5% | +16.2% |
| YTD | -16.1% | -94.1% | +78.1% | -14.9% |
| 1Y | -26.8% | -98.7% | +71.9% | -23.2% |
| All | -10.8% | -99.8% | +88.9% | -5.7% |
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 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