+51.1%
EMR vs BIYA
-99.9%
+151.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +2.7% | +10.0% | -7.3% | +2.6% |
| 30D | +2.1% | -17.7% | +19.8% | +2.1% |
| 3M | +2.3% | -55.0% | +57.3% | +2.3% |
| 6M | +22.5% | -85.1% | +107.6% | +22.2% |
| YTD | +27.2% | -96.9% | +124.1% | +28.8% |
| 1Y | +28.0% | -98.5% | +126.5% | +31.1% |
| All | +51.1% | -99.9% | +151.0% | +57.9% |
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