-99.9%
BIYA vs BURL
+10.2%
-110.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -22.3% | -4.4% | -17.9% | -21.3% |
| 3M | -54.8% | -28.6% | -26.2% | -49.0% |
| 6M | -86.5% | -12.3% | -74.2% | -85.5% |
| YTD | -96.8% | -11.3% | -85.6% | -96.7% |
| 1Y | -98.6% | -10.4% | -88.2% | -98.5% |
| All | -99.9% | +10.2% | -110.1% | -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