+5.1%
EXC vs BIYA
-99.8%
+104.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -1.1% |
| 7D | +0.3% | +1.3% | -1.1% | +0.3% |
| 30D | -3.7% | -21.0% | +17.3% | -3.7% |
| 3M | -1.3% | -74.3% | +73.0% | -0.9% |
| 6M | -9.7% | -84.6% | +74.9% | -9.7% |
| YTD | +2.9% | -94.2% | +97.1% | +2.9% |
| 1Y | +4.4% | -98.2% | +102.6% | +3.7% |
| All | +5.1% | -99.8% | +104.9% | +2.9% |
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