-99.8%
BIYA vs ESTC
-5.6%
-94.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.5% |
| 7D | +2.7% | -4.3% | +7.0% | +3.3% |
| 30D | -18.7% | +17.7% | -36.4% | -21.0% |
| 3M | -72.0% | +42.3% | -114.3% | -73.7% |
| 6M | -86.4% | +64.6% | -150.9% | -87.3% |
| YTD | -94.2% | +17.2% | -111.4% | -93.9% |
| 1Y | -98.4% | -4.2% | -94.2% | -98.2% |
| All | -99.8% | -5.6% | -94.2% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling