+15.0%
QS vs BIYA
-99.8%
+114.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.6% |
| 7D | -4.2% | +2.7% | -7.0% | -4.2% |
| 30D | -15.7% | -16.7% | +1.0% | -15.6% |
| 3M | -28.7% | -74.6% | +45.9% | -29.1% |
| 6M | -23.2% | -85.4% | +62.2% | -23.4% |
| YTD | -49.9% | -94.2% | +44.3% | -48.7% |
| 1Y | -38.8% | -98.6% | +59.8% | -32.0% |
| All | +15.0% | -99.8% | +114.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling