+0.1%
COST vs BIYA
-99.8%
+99.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.8% | +2.7% | -5.5% | -2.8% |
| 30D | -5.3% | -16.7% | +11.4% | -5.3% |
| 3M | -6.7% | -74.6% | +68.0% | -6.6% |
| 6M | -9.9% | -85.4% | +75.4% | -9.7% |
| YTD | +5.1% | -94.2% | +99.3% | +5.4% |
| 1Y | -7.3% | -98.6% | +91.3% | -6.9% |
| All | +0.1% | -99.8% | +99.9% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling