-98.6%
BIYA vs BB
+104.0%
-202.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -17.5% | -12.5% | -4.9% | -14.5% |
| 3M | -78.0% | -17.4% | -60.6% | -78.4% |
| 6M | -89.5% | +119.1% | -208.6% | -91.0% |
| YTD | -94.3% | +102.4% | -196.6% | -95.1% |
| 1Y | -98.6% | +98.2% | -196.8% | -98.9% |
| All | -98.6% | +104.0% | -202.6% | -98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling