+41.7%
RF vs BIYA
-99.9%
+141.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.2% |
| 7D | -0.1% | -7.8% | +7.6% | -0.1% |
| 30D | +7.0% | -38.5% | +45.6% | +7.3% |
| 3M | -7.0% | -59.5% | +52.5% | -6.7% |
| 6M | +6.8% | -89.2% | +96.0% | +7.1% |
| YTD | +9.9% | -97.1% | +107.0% | +11.1% |
| 1Y | +21.1% | -99.0% | +120.1% | +25.7% |
| All | +41.7% | -99.9% | +141.5% | +50.1% |
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