+13.7%
XLC vs BIYA
-99.9%
+113.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.8% |
| 7D | +3.5% | +2.5% | +0.9% | +3.5% |
| 30D | -2.6% | -22.3% | +19.7% | -2.6% |
| 3M | -2.1% | -54.8% | +52.7% | -2.1% |
| 6M | -5.5% | -86.5% | +81.0% | -5.3% |
| YTD | -6.9% | -96.8% | +89.9% | -6.5% |
| 1Y | -3.7% | -98.6% | +94.9% | -2.8% |
| All | +13.7% | -99.9% | +113.5% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling