-30.0%
EFX vs BIYA
-99.8%
+69.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.1% |
| 7D | -9.4% | +2.7% | -12.1% | -9.4% |
| 30D | -6.9% | -16.7% | +9.8% | -6.7% |
| 3M | +0.1% | -74.6% | +74.8% | +0.4% |
| 6M | -17.3% | -85.4% | +68.1% | -17.2% |
| YTD | -21.8% | -94.2% | +72.4% | -21.2% |
| 1Y | -32.5% | -98.6% | +66.0% | -29.8% |
| All | -30.0% | -99.8% | +69.7% | -25.5% |
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