-98.2%
BIYA vs EFV
+25.8%
-124.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | +1.7% |
| 7D | -4.0% | +2.9% | -6.9% | +0.5% |
| 30D | -15.0% | +3.6% | -18.6% | -9.6% |
| 3M | -58.1% | -0.1% | -58.0% | -57.9% |
| 6M | -90.0% | +9.6% | -99.6% | -88.0% |
| YTD | -96.9% | +17.0% | -113.9% | -96.3% |
| 1Y | -98.2% | +25.7% | -123.9% | -97.8% |
| All | -98.2% | +25.8% | -124.0% | -97.8% |
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