-58.5%
Z vs BIYA
-99.9%
+41.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.4% |
| 7D | -4.6% | -10.5% | +5.9% | -4.5% |
| 30D | +8.3% | -51.7% | +60.1% | +8.6% |
| 3M | -11.6% | -60.8% | +49.2% | -11.3% |
| 6M | -33.6% | -90.6% | +57.0% | -33.6% |
| YTD | -56.7% | -97.1% | +40.4% | -56.1% |
| 1Y | -59.1% | -99.1% | +39.9% | -58.0% |
| All | -58.5% | -99.9% | +41.4% | -57.3% |
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 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