+40.7%
EEM vs BIYA
-99.9%
+140.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | +9.0% | -6.3% | +2.7% |
| 30D | -5.4% | -12.9% | +7.6% | -5.4% |
| 3M | -8.6% | -54.7% | +46.0% | -8.7% |
| 6M | -8.9% | -85.1% | +76.2% | -9.2% |
| YTD | +11.9% | -96.9% | +108.8% | +12.5% |
| 1Y | +13.1% | -98.5% | +111.6% | +14.4% |
| All | +40.7% | -99.9% | +140.6% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling