+25.5%
FE vs BIYA
-99.8%
+125.3%
-14.7%
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 | +1.9% | +1.3% | +0.6% | +1.9% |
| 30D | -1.2% | -21.0% | +19.8% | -1.2% |
| 3M | +3.5% | -74.3% | +77.8% | +3.9% |
| 6M | -6.1% | -84.6% | +78.6% | -5.9% |
| YTD | +7.6% | -94.2% | +101.8% | +8.4% |
| 1Y | +11.9% | -98.2% | +110.1% | +13.2% |
| All | +25.5% | -99.8% | +125.3% | +27.2% |
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