+38.9%
DD vs BIYA
-99.8%
+138.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.9% |
| 30D | -11.5% | -15.9% | +4.4% | -11.4% |
| 3M | -5.4% | -81.2% | +75.8% | -5.3% |
| 6M | -6.9% | -88.2% | +81.3% | -6.5% |
| YTD | +6.9% | -94.1% | +101.0% | +7.9% |
| 1Y | +35.6% | -98.7% | +134.3% | +43.2% |
| All | +38.9% | -99.8% | +138.6% | +49.1% |
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 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