+25.7%
XLB vs BIYA
-99.8%
+125.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -1.4% | +1.3% | -2.7% | -1.4% |
| 30D | -0.4% | -21.0% | +20.6% | -0.4% |
| 3M | +2.0% | -74.3% | +76.3% | +1.9% |
| 6M | +1.8% | -84.6% | +86.5% | +1.9% |
| YTD | +16.6% | -94.2% | +110.7% | +17.2% |
| 1Y | +16.9% | -98.2% | +115.2% | +18.9% |
| All | +25.7% | -99.8% | +125.5% | +29.3% |
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 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