+106.0%
FLEX vs BIYA
-99.9%
+205.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +9.0% | -1.6% | +7.5% |
| 30D | -25.3% | -12.9% | -12.3% | -25.3% |
| 3M | -39.7% | -54.7% | +15.0% | -39.8% |
| 6M | -47.9% | -85.1% | +37.2% | -48.1% |
| YTD | +24.1% | -96.9% | +121.0% | +25.8% |
| 1Y | +26.0% | -98.5% | +124.5% | +30.8% |
| All | +106.0% | -99.9% | +205.9% | +126.4% |
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