+24.5%
Q vs BIYA
-98.8%
+123.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +1.2% | +9.0% | -7.8% | +1.3% |
| 30D | -2.7% | -12.9% | +10.3% | -2.8% |
| 3M | -16.9% | -54.7% | +37.7% | -17.4% |
| 6M | -26.9% | -85.1% | +58.2% | -27.2% |
| YTD | +45.2% | -96.9% | +142.1% | +47.3% |
| 1Y | +38.1% | -98.5% | +136.7% | +34.5% |
| All | +24.5% | -98.8% | +123.3% | +24.1% |
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 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