-98.5%
BIYA vs ESTC
-3.5%
-95.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +9.0% | +2.4% | +6.6% | +9.3% |
| 30D | -12.9% | -4.2% | -8.7% | -13.2% |
| 3M | -54.7% | +2.5% | -57.1% | -54.3% |
| 6M | -85.1% | +81.5% | -166.6% | -83.3% |
| YTD | -96.9% | +16.8% | -113.7% | -96.4% |
| 1Y | -98.5% | -3.5% | -95.1% | -98.1% |
| All | -98.5% | -3.5% | -95.0% | -98.1% |
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