+57.9%
FN vs BIYA
-99.9%
+157.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.9% | -9.6% | -4.8% |
| 7D | -4.1% | -4.1% | 0.0% | -4.1% |
| 30D | -28.3% | -35.5% | +7.2% | -28.4% |
| 3M | -33.9% | -56.3% | +22.4% | -34.0% |
| 6M | -43.9% | -88.7% | +44.8% | -44.5% |
| YTD | -23.4% | -97.0% | +73.5% | -22.6% |
| 1Y | -25.4% | -98.7% | +73.3% | -23.5% |
| All | +57.9% | -99.9% | +157.8% | +67.4% |
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 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