-98.8%
BIYA vs ESTC
+0.3%
-99.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.8% |
| 7D | -7.8% | -1.2% | -6.6% | -8.0% |
| 30D | -38.5% | -8.1% | -30.4% | -39.1% |
| 3M | -59.5% | +20.2% | -79.7% | -58.7% |
| 6M | -89.2% | +72.7% | -161.9% | -88.3% |
| YTD | -97.1% | +19.6% | -116.7% | -96.6% |
| All | -98.8% | +0.3% | -99.1% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling