+21.2%
TECH vs BIYA
-99.9%
+121.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | +0.2% | -7.8% | +8.0% | +0.2% |
| 30D | +0.5% | -38.5% | +39.0% | +0.4% |
| 3M | +0.9% | -59.5% | +60.4% | +0.7% |
| 6M | +51.0% | -89.2% | +140.2% | +50.5% |
| YTD | +24.4% | -97.1% | +121.5% | +25.1% |
| 1Y | +27.6% | -99.0% | +126.6% | +29.1% |
| All | +21.2% | -99.9% | +121.1% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling