+48.3%
EAT vs BIYA
-99.8%
+148.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -6.2% | -1.3% | -4.9% | -6.2% |
| 30D | -3.0% | -15.9% | +12.9% | -2.9% |
| 3M | +45.6% | -81.2% | +126.9% | +45.1% |
| 6M | +53.5% | -88.2% | +141.8% | +55.0% |
| YTD | +49.6% | -94.1% | +143.7% | +50.8% |
| 1Y | +38.9% | -98.7% | +137.6% | +43.0% |
| All | +48.3% | -99.8% | +148.0% | +54.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling