+195.4%
W vs BIYA
-99.8%
+295.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.5% |
| 7D | -4.2% | +1.3% | -5.5% | -4.2% |
| 30D | -7.6% | -21.0% | +13.4% | -7.3% |
| 3M | +37.2% | -74.3% | +111.5% | +36.5% |
| 6M | +26.3% | -84.6% | +111.0% | +25.0% |
| YTD | -1.0% | -94.2% | +93.2% | +1.0% |
| 1Y | +20.1% | -98.2% | +118.3% | +27.5% |
| All | +195.4% | -99.8% | +295.2% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling