+49.8%
USB vs BIYA
-99.9%
+149.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.5% | -2.1% |
| 7D | -1.5% | -10.6% | +9.1% | -1.4% |
| 30D | +4.3% | -19.4% | +23.7% | +4.3% |
| 3M | -6.1% | -61.5% | +55.5% | -5.7% |
| 6M | +9.4% | -91.5% | +100.9% | +10.1% |
| YTD | +15.2% | -97.2% | +112.3% | +16.7% |
| 1Y | +32.8% | -98.4% | +131.2% | +35.3% |
| All | +49.8% | -99.9% | +149.7% | +59.3% |
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 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