+32.1%
D vs BIYA
-99.9%
+132.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -3.1% | +10.0% | -13.1% | -3.1% |
| 30D | +8.4% | -17.7% | +26.0% | +8.4% |
| 3M | +0.2% | -55.0% | +55.2% | +0.3% |
| 6M | +9.5% | -85.1% | +94.6% | +9.7% |
| YTD | +18.8% | -96.9% | +115.7% | +20.3% |
| 1Y | +14.7% | -98.5% | +113.2% | +17.1% |
| All | +32.1% | -99.9% | +132.0% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling