+45.2%
FFIV vs BIYA
-99.8%
+144.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +2.7% | -4.3% | -1.6% |
| 30D | -2.7% | -18.7% | +16.1% | -2.3% |
| 3M | -1.7% | -72.0% | +70.4% | -2.0% |
| 6M | +36.1% | -86.4% | +122.5% | +35.0% |
| YTD | +52.6% | -94.2% | +146.8% | +52.2% |
| 1Y | +21.5% | -98.4% | +119.9% | +24.2% |
| All | +45.2% | -99.8% | +144.9% | +50.8% |
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