+69.7%
QLD vs BIYA
-99.9%
+169.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.8% |
| 7D | -1.4% | -7.8% | +6.4% | -1.5% |
| 30D | -19.6% | -38.5% | +18.9% | -19.7% |
| 3M | -14.1% | -59.5% | +45.4% | -14.3% |
| 6M | -13.6% | -89.2% | +75.6% | -14.2% |
| YTD | +12.5% | -97.1% | +109.6% | +13.3% |
| 1Y | +13.1% | -99.0% | +112.2% | +15.8% |
| All | +69.7% | -99.9% | +169.6% | +79.2% |
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 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