+52.2%
USB vs BIYA
-99.9%
+152.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | -0.5% | +2.5% | -3.1% | -0.6% |
| 30D | +5.7% | -22.3% | +28.0% | +5.8% |
| 3M | -4.7% | -54.8% | +50.1% | -4.4% |
| 6M | +13.4% | -86.5% | +99.9% | +13.4% |
| YTD | +17.0% | -96.8% | +113.8% | +18.5% |
| 1Y | +32.4% | -98.6% | +131.0% | +36.7% |
| All | +52.2% | -99.9% | +152.0% | +61.8% |
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 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