+67.7%
DD vs BIYA
-99.9%
+167.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.0% | +9.0% | -4.1% | +4.9% |
| 30D | +19.7% | -12.9% | +32.6% | +19.7% |
| 3M | +7.2% | -54.7% | +61.9% | +7.5% |
| 6M | +1.0% | -85.1% | +86.1% | +0.8% |
| YTD | +29.1% | -96.9% | +126.0% | +30.5% |
| 1Y | +28.5% | -98.5% | +127.0% | +32.3% |
| All | +67.7% | -99.9% | +167.6% | +80.5% |
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