+327.1%
TER vs BIYA
-99.8%
+426.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +11.0% | +2.7% | +8.2% | +11.0% |
| 30D | -1.9% | -18.7% | +16.8% | -2.2% |
| 3M | -0.7% | -72.0% | +71.4% | -1.4% |
| 6M | +36.4% | -86.4% | +122.8% | +36.8% |
| YTD | +92.4% | -94.2% | +186.6% | +95.3% |
| 1Y | +213.5% | -98.4% | +312.0% | +230.5% |
| All | +327.1% | -99.8% | +426.8% | +354.8% |
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 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