-13.8%
EXE vs BIYA
-99.9%
+86.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.8% |
| 7D | +1.5% | +2.5% | -1.0% | +1.5% |
| 30D | -0.2% | -22.3% | +22.1% | 0.0% |
| 3M | -9.2% | -54.8% | +45.6% | -8.8% |
| 6M | -7.2% | -86.5% | +79.2% | -7.7% |
| YTD | -18.3% | -96.8% | +78.6% | -17.8% |
| 1Y | -23.6% | -98.6% | +75.0% | -22.0% |
| All | -13.8% | -99.9% | +86.0% | -9.6% |
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 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