-99.8%
BIYA vs BG
+73.5%
-173.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -1.8% | +3.1% | -4.9% | -2.3% |
| 30D | -17.5% | +10.2% | -27.7% | -19.1% |
| 3M | -78.0% | -1.7% | -76.3% | -77.6% |
| 6M | -89.5% | +1.0% | -90.5% | -89.2% |
| YTD | -94.3% | +39.9% | -134.2% | -94.4% |
| 1Y | -98.6% | +53.2% | -151.8% | -98.6% |
| All | -99.8% | +73.5% | -173.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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