+49.8%
QQQ vs BIYA
-99.8%
+149.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | -0.6% | -1.8% | +1.2% | -0.6% |
| 30D | -1.2% | -17.5% | +16.3% | -1.3% |
| 3M | -0.2% | -78.0% | +77.8% | -0.5% |
| 6M | +17.9% | -89.5% | +107.4% | +18.1% |
| YTD | +16.6% | -94.3% | +110.9% | +17.1% |
| 1Y | +23.0% | -98.6% | +121.6% | +25.7% |
| All | +49.8% | -99.8% | +149.5% | +54.2% |
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 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