-4.8%
EXE vs BIYA
-99.8%
+94.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | +8.5% | -21.0% | +29.4% | +8.7% |
| 3M | +5.5% | -74.3% | +79.8% | +5.2% |
| 6M | -5.9% | -84.6% | +78.7% | -6.6% |
| YTD | -9.7% | -94.2% | +84.4% | -9.5% |
| 1Y | +3.6% | -98.2% | +101.8% | +5.9% |
| All | -4.8% | -99.8% | +94.9% | -0.5% |
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 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