+88.6%
EQX vs BIYA
-99.8%
+188.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | +2.7% | -1.0% | +1.8% |
| 30D | +11.1% | -16.7% | +27.8% | +10.7% |
| 3M | +23.1% | -74.6% | +97.7% | +21.9% |
| 6M | -21.8% | -85.4% | +63.5% | -20.6% |
| YTD | -8.1% | -94.2% | +86.1% | -7.2% |
| 1Y | +29.7% | -98.6% | +128.3% | +32.0% |
| All | +88.6% | -99.8% | +188.4% | +94.3% |
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