+78.3%
FDX vs BIYA
-99.8%
+178.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.6% |
| 7D | -2.5% | +1.3% | -3.9% | -2.5% |
| 30D | +3.8% | -21.0% | +24.8% | +3.8% |
| 3M | -1.3% | -74.3% | +73.0% | -0.6% |
| 6M | +5.0% | -84.6% | +89.6% | +5.2% |
| YTD | +39.6% | -94.2% | +133.8% | +41.2% |
| 1Y | +81.1% | -98.2% | +179.4% | +87.6% |
| All | +78.3% | -99.8% | +178.1% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling