+119.5%
JBL vs BIYA
-99.8%
+219.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.1% |
| 7D | +2.4% | -1.8% | +4.2% | +2.4% |
| 30D | -13.1% | -17.5% | +4.4% | -13.1% |
| 3M | -15.6% | -78.0% | +62.4% | -15.8% |
| 6M | +24.6% | -89.5% | +114.0% | +24.9% |
| YTD | +39.6% | -94.3% | +133.9% | +40.7% |
| 1Y | +48.6% | -98.6% | +147.2% | +53.8% |
| All | +119.5% | -99.8% | +219.2% | +130.1% |
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