+19.2%
FFIV vs BIYA
-99.9%
+119.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.8% |
| 7D | -2.9% | +2.5% | -5.5% | -3.0% |
| 30D | -32.4% | -22.3% | -10.1% | -32.2% |
| 3M | -22.7% | -54.8% | +32.1% | -22.0% |
| 6M | -10.7% | -86.5% | +75.8% | -11.0% |
| YTD | +25.4% | -96.8% | +122.2% | +25.8% |
| 1Y | +34.2% | -98.6% | +132.8% | +36.9% |
| All | +19.2% | -99.9% | +119.1% | +24.6% |
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