+45.1%
ESI vs BIYA
-99.8%
+144.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.0% |
| 7D | +3.3% | +1.3% | +2.0% | +3.3% |
| 30D | -5.9% | -21.0% | +15.1% | -5.7% |
| 3M | -14.1% | -74.3% | +60.2% | -14.6% |
| 6M | +6.6% | -84.6% | +91.2% | +6.7% |
| YTD | +45.0% | -94.2% | +139.2% | +47.5% |
| 1Y | +41.5% | -98.2% | +139.7% | +48.4% |
| All | +45.1% | -99.8% | +144.8% | +57.3% |
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