-99.8%
BIYA vs BG
+76.5%
-176.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.3% | +3.7% | -5.0% | -2.0% |
| 30D | -15.9% | +12.3% | -28.3% | -17.9% |
| 3M | -81.2% | -2.2% | -79.0% | -80.8% |
| 6M | -88.2% | +5.3% | -93.6% | -88.0% |
| YTD | -94.1% | +42.4% | -136.5% | -94.3% |
| 1Y | -98.7% | +55.2% | -153.8% | -98.7% |
| All | -99.8% | +76.5% | -176.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling