+60.3%
FN vs BIYA
-99.9%
+160.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | +20.8% | +10.0% | +10.8% | +20.8% |
| 30D | -17.3% | -17.7% | +0.4% | -17.3% |
| 3M | -38.1% | -55.0% | +16.9% | -38.2% |
| 6M | -44.2% | -85.1% | +40.9% | -44.7% |
| YTD | -22.3% | -96.9% | +74.6% | -21.4% |
| 1Y | -20.9% | -98.5% | +77.6% | -19.0% |
| All | +60.3% | -99.9% | +160.2% | +70.0% |
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