+50.9%
EXPE vs BIYA
-99.9%
+150.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.9% |
| 7D | -9.3% | -10.5% | +1.1% | -9.3% |
| 30D | +0.1% | -51.7% | +51.9% | +0.6% |
| 3M | -15.3% | -60.8% | +45.5% | -14.9% |
| 6M | +5.5% | -90.6% | +96.1% | +6.2% |
| YTD | -8.0% | -97.1% | +89.2% | -6.3% |
| 1Y | +18.9% | -99.1% | +117.9% | +24.4% |
| All | +50.9% | -99.9% | +150.8% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling