+34.0%
EFA vs BIYA
-99.8%
+133.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.5% | +2.7% | -3.2% | -0.5% |
| 30D | -1.3% | -16.7% | +15.3% | -1.4% |
| 3M | +5.2% | -74.6% | +79.8% | +5.0% |
| 6M | +9.4% | -85.4% | +94.7% | +9.5% |
| YTD | +12.7% | -94.2% | +106.9% | +13.5% |
| 1Y | +19.3% | -98.6% | +117.8% | +22.0% |
| All | +34.0% | -99.8% | +133.8% | +37.7% |
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