+34.7%
F vs BIYA
-99.9%
+134.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.6% |
| 7D | -0.6% | -7.8% | +7.2% | -0.6% |
| 30D | +2.9% | -38.5% | +41.4% | +3.3% |
| 3M | -9.5% | -59.5% | +50.1% | -8.9% |
| 6M | +4.0% | -89.2% | +93.2% | +3.4% |
| YTD | -1.3% | -97.1% | +95.8% | -0.9% |
| 1Y | -1.9% | -99.0% | +97.1% | +0.2% |
| All | +34.7% | -99.9% | +134.6% | +39.6% |
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