+39.9%
XYZ vs BIYA
-99.9%
+139.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | +12.1% | -10.5% | +22.6% | +12.2% |
| 30D | +12.4% | -51.7% | +64.1% | +12.6% |
| 3M | +8.2% | -60.8% | +69.0% | +8.4% |
| 6M | +20.7% | -90.6% | +111.3% | +20.7% |
| YTD | +31.3% | -97.1% | +128.5% | +34.5% |
| 1Y | +20.5% | -99.1% | +119.6% | +27.4% |
| All | +39.9% | -99.9% | +139.8% | +59.7% |
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