-99.8%
BIYA vs BR
-25.6%
-74.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -1.8% | -3.0% | +1.2% | +0.1% |
| 30D | -17.5% | -0.3% | -17.2% | -17.6% |
| 3M | -78.0% | +17.3% | -95.3% | -80.1% |
| 6M | -89.5% | -6.7% | -82.8% | -89.6% |
| YTD | -94.3% | -23.4% | -70.8% | -93.8% |
| 1Y | -98.6% | -32.7% | -65.9% | -98.3% |
| All | -99.8% | -25.6% | -74.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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