+19.7%
EW vs BIYA
-99.8%
+119.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.8% |
| 7D | -6.2% | -1.8% | -4.4% | -6.2% |
| 30D | -9.3% | -17.5% | +8.1% | -9.4% |
| 3M | -1.6% | -78.0% | +76.4% | -1.6% |
| 6M | -0.8% | -89.5% | +88.6% | -0.5% |
| YTD | -1.0% | -94.3% | +93.2% | -0.6% |
| 1Y | +8.2% | -98.6% | +106.7% | +9.3% |
| All | +19.7% | -99.8% | +119.5% | +22.8% |
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