-2.0%
BA vs BIYA
-99.9%
+97.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.4% |
| 30D | -7.9% | -22.3% | +14.4% | -7.8% |
| 3M | -25.2% | -54.8% | +29.6% | -24.9% |
| 6M | -26.7% | -86.5% | +59.7% | -27.0% |
| YTD | -19.6% | -96.8% | +77.2% | -18.4% |
| 1Y | -10.6% | -98.6% | +88.0% | -6.8% |
| All | -2.0% | -99.9% | +97.9% | +7.6% |
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