+36.5%
EAT vs BIYA
-99.9%
+136.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.6% |
| 7D | -7.1% | +10.0% | -17.1% | -7.1% |
| 30D | -2.3% | -17.7% | +15.3% | -2.2% |
| 3M | -19.6% | -55.0% | +35.4% | -19.3% |
| 6M | +46.0% | -85.1% | +131.2% | +45.1% |
| YTD | +37.7% | -96.9% | +134.6% | +39.2% |
| 1Y | +73.8% | -98.5% | +172.3% | +77.0% |
| All | +36.5% | -99.9% | +136.3% | +42.1% |
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 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