-98.2%
BIYA vs BURL
-4.6%
-93.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -5.2% |
| 7D | -4.0% | +10.4% | -14.4% | -6.7% |
| 30D | -15.0% | -4.9% | -10.1% | -13.9% |
| 3M | -58.1% | -29.8% | -28.3% | -51.9% |
| 6M | -90.0% | -16.5% | -73.5% | -88.9% |
| YTD | -96.9% | -10.5% | -86.4% | -96.6% |
| 1Y | -98.2% | -5.3% | -92.9% | -97.9% |
| All | -98.2% | -4.6% | -93.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling