+68.2%
EL vs BIYA
-99.9%
+168.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +0.8% | -10.5% | +11.2% | +0.9% |
| 30D | +16.5% | -51.7% | +68.3% | +17.8% |
| 3M | +29.2% | -60.8% | +90.0% | +30.7% |
| 6M | +27.9% | -90.6% | +118.5% | +26.8% |
| YTD | +6.2% | -97.1% | +103.3% | +6.6% |
| 1Y | +27.2% | -99.1% | +126.2% | +30.9% |
| All | +68.2% | -99.9% | +168.1% | +81.5% |
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 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