-99.8%
BIYA vs BB
+80.1%
-179.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | -18.7% | -12.4% | -6.3% | -15.6% |
| 3M | -72.0% | -15.3% | -56.7% | -72.7% |
| 6M | -86.4% | +128.8% | -215.2% | -89.4% |
| YTD | -94.2% | +107.7% | -201.8% | -95.4% |
| 1Y | -98.4% | +103.9% | -202.3% | -98.8% |
| All | -99.8% | +80.1% | -179.9% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling