-99.9%
BIYA vs CAPR
-30.4%
-69.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.1% | +1.6% |
| 7D | -7.8% | +36.0% | -43.8% | -6.9% |
| 30D | -38.5% | +25.8% | -64.3% | -38.1% |
| 3M | -59.5% | +140.8% | -200.4% | -58.0% |
| 6M | -89.2% | -67.6% | -21.6% | -89.1% |
| YTD | -97.1% | -65.9% | -31.2% | -97.1% |
| 1Y | -99.0% | +66.1% | -165.1% | -99.1% |
| All | -99.9% | -30.4% | -69.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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