+131.0%
EWT vs BIYA
-99.8%
+230.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.8% |
| 7D | -1.1% | -1.8% | +0.6% | -1.1% |
| 30D | +4.5% | -17.5% | +21.9% | +4.4% |
| 3M | +8.3% | -78.0% | +86.3% | +7.9% |
| 6M | +54.2% | -89.5% | +143.7% | +54.0% |
| YTD | +74.6% | -94.3% | +168.8% | +74.6% |
| 1Y | +84.9% | -98.6% | +183.5% | +87.2% |
| All | +131.0% | -99.8% | +230.8% | +130.5% |
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