+25.9%
FE vs BIYA
-99.9%
+125.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | 0.0% | -10.5% | +10.4% | 0.0% |
| 30D | +5.2% | -51.7% | +56.9% | +5.2% |
| 3M | 0.0% | -60.8% | +60.8% | 0.0% |
| 6M | +5.0% | -90.6% | +95.6% | +5.3% |
| YTD | +7.9% | -97.1% | +105.0% | +8.7% |
| 1Y | +6.3% | -99.1% | +105.4% | +7.6% |
| All | +25.9% | -99.9% | +125.8% | +27.6% |
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