-57.5%
Z vs BIYA
-99.9%
+42.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -7.6% | -3.1% | -10.6% |
| 7D | -2.3% | -10.6% | +8.3% | -2.2% |
| 30D | +9.4% | -19.4% | +28.8% | +9.2% |
| 3M | -16.1% | -61.5% | +45.4% | -15.8% |
| 6M | -30.4% | -91.5% | +61.1% | -30.4% |
| YTD | -55.6% | -97.2% | +41.6% | -55.0% |
| 1Y | -58.5% | -98.4% | +39.9% | -57.8% |
| All | -57.5% | -99.9% | +42.4% | -56.2% |
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