-99.9%
BIYA vs ESTC
-4.9%
-95.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | +10.0% | +5.8% | +4.2% | +9.4% |
| 30D | -17.7% | -5.6% | -12.1% | -17.3% |
| 3M | -55.0% | +15.4% | -70.4% | -56.3% |
| 6M | -85.1% | +77.8% | -162.9% | -86.4% |
| YTD | -96.9% | +18.1% | -114.9% | -96.8% |
| 1Y | -98.5% | -3.7% | -94.8% | -98.2% |
| All | -99.9% | -4.9% | -95.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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