-99.8%
BIYA vs BR
-25.4%
-74.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +2.7% | -5.0% | +7.8% | +6.2% |
| 30D | -16.7% | -2.5% | -14.2% | -15.6% |
| 3M | -74.6% | +13.5% | -88.1% | -76.8% |
| 6M | -85.4% | -9.4% | -76.0% | -85.4% |
| YTD | -94.2% | -23.3% | -70.9% | -93.7% |
| 1Y | -98.6% | -31.6% | -67.0% | -98.3% |
| All | -99.8% | -25.4% | -74.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling