+3.4%
EXC vs BIYA
-98.4%
+101.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.6% |
| 7D | +3.3% | -4.0% | +7.3% | +3.3% |
| 30D | +13.3% | -15.0% | +28.3% | +13.3% |
| 3M | +1.8% | -58.1% | +59.9% | +1.9% |
| 6M | +1.1% | -90.0% | +91.1% | +1.4% |
| YTD | +9.0% | -96.9% | +105.9% | +9.4% |
| 1Y | +3.4% | -98.2% | +101.6% | +3.6% |
| All | +3.4% | -98.4% | +101.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling