+14.1%
QS vs BIYA
-99.8%
+113.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -5.0% | -1.3% | -3.6% | -4.9% |
| 30D | -18.3% | -15.9% | -2.4% | -18.2% |
| 3M | -26.0% | -81.2% | +55.2% | -26.4% |
| 6M | -24.0% | -88.2% | +64.2% | -23.5% |
| YTD | -50.3% | -94.1% | +43.8% | -49.1% |
| 1Y | -38.0% | -98.7% | +60.7% | -30.7% |
| All | +14.1% | -99.8% | +113.9% | +26.3% |
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