-21.7%
EFX vs BIYA
-99.9%
+78.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +9.0% | -9.8% | -0.8% |
| 30D | +25.1% | -12.9% | +38.1% | +25.2% |
| 3M | +1.7% | -54.7% | +56.3% | +2.1% |
| 6M | +18.4% | -85.1% | +103.4% | +18.5% |
| YTD | -12.5% | -96.9% | +84.4% | -11.5% |
| 1Y | -8.1% | -98.5% | +90.4% | -5.7% |
| All | -21.7% | -99.9% | +78.2% | -16.4% |
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