-99.9%
BIYA vs BURL
+4.5%
-104.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.1% |
| 7D | +9.0% | -1.6% | +10.6% | +9.5% |
| 30D | -12.9% | -7.7% | -5.2% | -10.9% |
| 3M | -54.7% | -31.7% | -23.0% | -48.3% |
| 6M | -85.1% | -15.2% | -69.9% | -83.8% |
| YTD | -96.9% | -15.9% | -81.0% | -96.6% |
| 1Y | -98.5% | -14.2% | -84.3% | -98.4% |
| All | -99.9% | +4.5% | -104.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling