-57.7%
FIS vs BIYA
-99.9%
+42.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.8% | +9.0% | -6.2% | +2.7% |
| 30D | -16.7% | -12.9% | -3.8% | -16.6% |
| 3M | -32.3% | -54.7% | +22.4% | -31.9% |
| 6M | -29.1% | -85.1% | +56.0% | -29.4% |
| YTD | -54.1% | -96.9% | +42.7% | -53.5% |
| 1Y | -53.7% | -98.5% | +44.8% | -52.3% |
| All | -57.7% | -99.9% | +42.1% | -54.7% |
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