+98.4%
U vs BIYA
-99.8%
+198.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.5% | +2.7% | +1.7% | +4.5% |
| 30D | -0.6% | -18.7% | +18.1% | -0.8% |
| 3M | +48.4% | -72.0% | +120.5% | +47.1% |
| 6M | +115.4% | -86.4% | +201.8% | +115.6% |
| YTD | -3.2% | -94.2% | +90.9% | -4.2% |
| 1Y | -6.0% | -98.4% | +92.4% | -5.6% |
| All | +98.4% | -99.8% | +198.1% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling