-99.9%
BIYA vs BURL
+6.1%
-106.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -10.5% | +4.1% | -14.6% | -11.7% |
| 30D | -51.7% | -9.5% | -42.3% | -50.2% |
| 3M | -60.8% | -33.5% | -27.3% | -54.6% |
| 6M | -90.6% | -22.1% | -68.5% | -89.6% |
| YTD | -97.1% | -14.6% | -82.6% | -96.9% |
| 1Y | -99.1% | -8.4% | -90.7% | -99.0% |
| All | -99.9% | +6.1% | -106.0% | -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