+49.0%
USB vs BIYA
-99.9%
+148.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | 0.0% | -10.5% | +10.5% | +0.1% |
| 30D | +5.8% | -51.7% | +57.6% | +6.2% |
| 3M | -6.0% | -60.8% | +54.8% | -5.6% |
| 6M | +7.8% | -90.6% | +98.4% | +8.3% |
| YTD | +14.6% | -97.1% | +111.7% | +16.1% |
| 1Y | +31.8% | -99.1% | +130.8% | +37.1% |
| All | +49.0% | -99.9% | +148.9% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling