-99.8%
BIYA vs BB
+77.3%
-177.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.2% |
| 30D | -16.7% | -12.2% | -4.4% | -13.6% |
| 3M | -74.6% | -12.3% | -62.3% | -75.7% |
| 6M | -85.4% | +122.7% | -208.1% | -88.6% |
| YTD | -94.2% | +104.5% | -198.7% | -95.4% |
| 1Y | -98.6% | +106.7% | -205.2% | -98.9% |
| All | -99.8% | +77.3% | -177.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling