+76.5%
C vs BIYA
-99.9%
+176.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.4% |
| 7D | -0.9% | -7.8% | +6.9% | -0.9% |
| 30D | -5.4% | -38.5% | +33.1% | -5.2% |
| 3M | -9.2% | -59.5% | +50.4% | -8.9% |
| 6M | -1.8% | -89.2% | +87.4% | -1.7% |
| YTD | +6.7% | -97.1% | +103.8% | +8.6% |
| 1Y | +23.5% | -99.0% | +122.5% | +29.0% |
| All | +76.5% | -99.9% | +176.4% | +90.6% |
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