+47.6%
EW vs BIYA
-99.9%
+147.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.7% |
| 7D | +9.3% | -4.1% | +13.3% | +9.3% |
| 30D | +22.1% | -35.5% | +57.6% | +22.0% |
| 3M | +13.0% | -56.3% | +69.3% | +13.0% |
| 6M | +30.1% | -88.7% | +118.7% | +29.8% |
| YTD | +22.0% | -97.0% | +119.0% | +22.5% |
| 1Y | +23.7% | -98.7% | +122.4% | +24.4% |
| All | +47.6% | -99.9% | +147.5% | +51.4% |
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