-99.8%
BIYA vs CAPR
-36.0%
-63.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | -0.1% |
| 7D | +2.7% | -9.5% | +12.2% | +2.4% |
| 30D | -18.7% | +121.5% | -140.2% | -15.9% |
| 3M | -72.0% | -65.4% | -6.7% | -72.0% |
| 6M | -86.4% | -67.5% | -18.9% | -86.4% |
| YTD | -94.2% | -68.6% | -25.6% | -94.2% |
| 1Y | -98.4% | +42.7% | -141.1% | -98.5% |
| All | -99.8% | -36.0% | -63.8% | -99.7% |
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