+14.9%
COMP vs BIYA
-99.9%
+114.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.7% |
| 7D | +14.5% | -7.8% | +22.3% | +14.4% |
| 30D | +14.9% | -38.5% | +53.4% | +14.3% |
| 3M | -14.2% | -59.5% | +45.3% | -14.8% |
| 6M | +23.7% | -89.2% | +112.9% | +22.4% |
| YTD | +2.1% | -97.1% | +99.2% | +1.3% |
| 1Y | +26.2% | -99.0% | +125.2% | +23.1% |
| All | +14.9% | -99.9% | +114.8% | +10.4% |
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