-99.9%
BIYA vs BB
+108.7%
-208.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | +10.0% | +9.0% | +1.0% | +8.4% |
| 30D | -17.7% | +7.7% | -25.4% | -19.1% |
| 3M | -55.0% | +4.0% | -59.0% | -56.5% |
| 6M | -85.1% | +46.6% | -131.8% | -88.5% |
| YTD | -96.9% | +140.6% | -237.5% | -97.7% |
| 1Y | -98.5% | +103.1% | -201.6% | -98.9% |
| All | -99.9% | +108.7% | -208.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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