-22.3%
EFX vs BIYA
-99.9%
+77.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.9% |
| 7D | -3.6% | +10.0% | -13.6% | -3.7% |
| 30D | +25.3% | -17.7% | +43.0% | +25.5% |
| 3M | +3.8% | -55.0% | +58.8% | +4.3% |
| 6M | +12.7% | -85.1% | +97.9% | +12.8% |
| YTD | -13.1% | -96.9% | +83.7% | -12.1% |
| 1Y | -9.3% | -98.5% | +89.2% | -7.0% |
| All | -22.3% | -99.9% | +77.6% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling