+2.8%
META vs BIYA
-99.9%
+102.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -0.8% | -10.5% | +9.7% | -0.8% |
| 30D | -15.4% | -51.7% | +36.3% | -15.7% |
| 3M | +3.5% | -60.8% | +64.3% | +3.3% |
| 6M | -0.3% | -90.6% | +90.3% | -0.3% |
| YTD | -7.3% | -97.1% | +89.8% | -7.1% |
| 1Y | -1.1% | -99.1% | +98.0% | -0.4% |
| All | +2.8% | -99.9% | +102.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling