+54.0%
FAST vs BIYA
-99.9%
+153.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +1.2% |
| 7D | +4.3% | +2.5% | +1.8% | +4.3% |
| 30D | +8.3% | -22.3% | +30.6% | +8.3% |
| 3M | +6.5% | -54.8% | +61.3% | +6.6% |
| 6M | +29.5% | -86.5% | +116.0% | +29.5% |
| YTD | +41.3% | -96.8% | +138.1% | +41.4% |
| 1Y | +37.4% | -98.6% | +136.0% | +37.3% |
| All | +54.0% | -99.9% | +153.9% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling