+5.1%
META vs BIYA
-99.9%
+105.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +3.1% | +10.0% | -6.9% | +3.1% |
| 30D | -18.2% | -17.7% | -0.5% | -18.3% |
| 3M | +7.8% | -55.0% | +62.8% | +7.6% |
| 6M | +3.6% | -85.1% | +88.7% | +3.6% |
| YTD | -5.3% | -96.9% | +91.6% | -5.0% |
| 1Y | +2.7% | -98.5% | +101.2% | +3.4% |
| All | +5.1% | -99.9% | +105.0% | +7.2% |
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