-99.9%
BIYA vs ESTC
-8.1%
-91.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.7% |
| 7D | -10.5% | -11.5% | +1.0% | -9.5% |
| 30D | -51.7% | -7.5% | -44.2% | -51.4% |
| 3M | -60.8% | +23.1% | -83.8% | -62.4% |
| 6M | -90.6% | +75.3% | -165.9% | -91.4% |
| YTD | -97.1% | +14.1% | -111.2% | -97.0% |
| 1Y | -99.1% | -0.6% | -98.5% | -99.0% |
| All | -99.9% | -8.1% | -91.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling