+21.7%
ECL vs BIYA
-99.9%
+121.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -0.8% | -10.5% | +9.7% | -0.8% |
| 30D | +8.1% | -51.7% | +59.9% | +8.0% |
| 3M | +6.4% | -60.8% | +67.1% | +6.3% |
| 6M | +14.8% | -90.6% | +105.4% | +14.4% |
| YTD | +15.5% | -97.1% | +112.6% | +15.4% |
| 1Y | +20.1% | -99.1% | +119.2% | +19.9% |
| All | +21.7% | -99.9% | +121.6% | +22.9% |
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