-99.9%
BIYA vs ESTC
-5.9%
-94.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +9.0% | +2.4% | +6.6% | +8.7% |
| 30D | -12.9% | -4.2% | -8.7% | -12.7% |
| 3M | -54.7% | +2.5% | -57.1% | -55.1% |
| 6M | -85.1% | +81.5% | -166.6% | -86.4% |
| YTD | -96.9% | +16.8% | -113.7% | -96.8% |
| 1Y | -98.5% | -3.5% | -95.1% | -98.3% |
| All | -99.9% | -5.9% | -94.0% | -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 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