-84.6%
BIYA vs ESTC
+74.7%
-159.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -2.5% |
| 7D | +1.3% | -8.1% | +9.5% | -0.4% |
| 30D | -21.0% | +31.7% | -52.7% | -15.7% |
| 3M | -74.3% | +41.1% | -115.4% | -72.7% |
| 6M | -84.6% | +77.1% | -161.7% | -77.4% |
| All | -84.6% | +74.7% | -159.4% | -77.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling