-98.2%
BIYA vs EFV
+30.7%
-128.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.9% |
| 7D | +1.3% | +1.5% | -0.1% | +3.3% |
| 30D | -21.0% | +1.7% | -22.7% | -19.1% |
| 3M | -74.3% | +8.6% | -83.0% | -70.1% |
| 6M | -84.6% | +11.7% | -96.3% | -81.7% |
| YTD | -94.2% | +19.3% | -113.4% | -93.3% |
| 1Y | -98.2% | +30.2% | -128.4% | -98.2% |
| All | -98.2% | +30.7% | -128.9% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling