+69.7%
DD vs BIYA
-99.9%
+169.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -0.8% |
| 7D | +3.2% | +2.5% | +0.7% | +3.2% |
| 30D | +20.3% | -22.3% | +42.6% | +20.4% |
| 3M | +8.2% | -54.8% | +63.0% | +8.5% |
| 6M | +3.4% | -86.5% | +89.9% | +3.2% |
| YTD | +30.6% | -96.8% | +127.5% | +32.1% |
| 1Y | +30.6% | -98.6% | +129.3% | +34.8% |
| All | +69.7% | -99.9% | +169.6% | +82.6% |
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