-12.2%
T vs BIYA
-99.9%
+87.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.2% | +0.7% |
| 7D | +2.6% | -4.1% | +6.6% | +2.6% |
| 30D | -1.1% | -35.5% | +34.4% | -1.3% |
| 3M | -7.7% | -56.3% | +48.6% | -8.0% |
| 6M | -10.6% | -88.7% | +78.0% | -10.2% |
| YTD | -7.5% | -97.0% | +89.5% | -7.4% |
| 1Y | -7.4% | -98.7% | +91.3% | -7.6% |
| All | -12.2% | -99.9% | +87.6% | -13.3% |
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