+15.8%
FFIV vs BIYA
-99.9%
+115.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -8.1% | -10.5% | +2.4% | -8.0% |
| 30D | -33.4% | -51.7% | +18.4% | -32.7% |
| 3M | -24.7% | -60.8% | +36.0% | -23.9% |
| 6M | -8.8% | -90.6% | +81.7% | -8.7% |
| YTD | +21.8% | -97.1% | +118.9% | +22.3% |
| 1Y | +25.3% | -99.1% | +124.4% | +28.9% |
| All | +15.8% | -99.9% | +115.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling