+42.6%
QQQ vs BIYA
-99.9%
+142.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | +9.0% | -5.4% | +3.6% |
| 30D | -6.7% | -12.9% | +6.2% | -6.8% |
| 3M | -7.0% | -54.7% | +47.7% | -7.1% |
| 6M | -4.7% | -85.1% | +80.4% | -5.0% |
| YTD | +11.1% | -96.9% | +107.9% | +11.5% |
| 1Y | +12.3% | -98.5% | +110.8% | +13.4% |
| All | +42.6% | -99.9% | +142.5% | +46.7% |
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