-99.8%
BIYA vs BG
+75.5%
-175.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.8% |
| 7D | +2.7% | +2.4% | +0.4% | +2.2% |
| 30D | -18.7% | +15.0% | -33.7% | -21.1% |
| 3M | -72.0% | -0.7% | -71.4% | -71.5% |
| 6M | -86.4% | +7.5% | -93.9% | -86.1% |
| YTD | -94.2% | +41.6% | -135.8% | -94.3% |
| 1Y | -98.4% | +50.7% | -149.1% | -98.5% |
| All | -99.8% | +75.5% | -175.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling