+51.5%
FAST vs BIYA
-99.9%
+151.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +3.0% |
| 7D | +3.8% | -7.8% | +11.6% | +3.9% |
| 30D | +8.1% | -38.5% | +46.6% | +8.1% |
| 3M | +5.8% | -59.5% | +65.3% | +6.0% |
| 6M | +24.9% | -89.2% | +114.0% | +24.8% |
| YTD | +38.9% | -97.1% | +136.0% | +39.1% |
| 1Y | +36.5% | -99.0% | +135.5% | +36.3% |
| All | +51.5% | -99.9% | +151.4% | +50.8% |
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