+46.7%
XLE vs BIYA
-99.8%
+146.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +2.7% | -2.7% | 0.0% |
| 30D | +12.6% | -18.7% | +31.3% | +12.8% |
| 3M | +11.8% | -72.0% | +83.9% | +12.2% |
| 6M | +16.1% | -86.4% | +102.5% | +15.8% |
| YTD | +46.9% | -94.2% | +141.0% | +47.6% |
| 1Y | +53.3% | -98.4% | +151.7% | +57.5% |
| All | +46.7% | -99.8% | +146.4% | +51.5% |
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