+43.2%
DD vs BIYA
-99.8%
+143.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.6% | +2.7% | -3.3% | -0.6% |
| 30D | -7.4% | -18.7% | +11.3% | -7.3% |
| 3M | -6.4% | -72.0% | +65.6% | -6.6% |
| 6M | -2.5% | -86.4% | +83.9% | -2.3% |
| YTD | +10.2% | -94.2% | +104.4% | +11.3% |
| 1Y | +36.9% | -98.4% | +135.4% | +43.4% |
| All | +43.2% | -99.8% | +143.0% | +53.8% |
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