+47.1%
FAST vs BIYA
-99.9%
+147.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +2.1% | -10.5% | +12.6% | +2.1% |
| 30D | +6.9% | -51.7% | +58.6% | +6.9% |
| 3M | +4.8% | -60.8% | +65.6% | +5.0% |
| 6M | +19.8% | -90.6% | +110.4% | +19.7% |
| YTD | +34.9% | -97.1% | +132.0% | +35.1% |
| 1Y | +32.8% | -99.1% | +131.9% | +32.6% |
| All | +47.1% | -99.9% | +147.0% | +46.4% |
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