+200.9%
FLEX vs BIYA
-99.8%
+300.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.5% |
| 7D | -0.9% | +1.3% | -2.2% | -0.9% |
| 30D | -10.1% | -21.0% | +10.8% | -10.2% |
| 3M | -31.3% | -74.3% | +43.0% | -31.5% |
| 6M | +71.3% | -84.6% | +155.9% | +70.9% |
| YTD | +81.2% | -94.2% | +175.4% | +83.8% |
| 1Y | +98.5% | -98.2% | +196.7% | +109.7% |
| All | +200.9% | -99.8% | +300.6% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling