+89.1%
P vs BIYA
-99.9%
+189.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | -23.8% | -10.5% | -13.3% | -23.6% |
| 30D | -36.6% | -51.7% | +15.1% | -35.9% |
| 3M | +10.9% | -60.8% | +71.7% | +12.1% |
| 6M | +30.0% | -90.6% | +120.6% | +28.4% |
| YTD | +44.4% | -97.1% | +141.5% | +46.0% |
| 1Y | +3.9% | -99.1% | +103.0% | +8.5% |
| All | +89.1% | -99.9% | +189.0% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling