+44.4%
XLE vs BIYA
-99.9%
+144.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.8% |
| 7D | -0.2% | +2.5% | -2.8% | -0.2% |
| 30D | -4.0% | -22.3% | +18.3% | -3.9% |
| 3M | +4.6% | -54.8% | +59.4% | +4.9% |
| 6M | +12.3% | -86.5% | +98.8% | +12.2% |
| YTD | +44.5% | -96.8% | +141.4% | +45.5% |
| 1Y | +42.4% | -98.6% | +141.0% | +45.7% |
| All | +44.4% | -99.9% | +144.2% | +49.4% |
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