-99.8%
BIYA vs ESTC
-2.0%
-97.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.2% |
| 7D | +1.3% | -8.1% | +9.5% | +2.3% |
| 30D | -21.0% | +31.7% | -52.7% | -24.5% |
| 3M | -74.3% | +41.1% | -115.4% | -75.9% |
| 6M | -84.6% | +77.1% | -161.7% | -85.9% |
| YTD | -94.2% | +21.7% | -115.9% | -94.0% |
| 1Y | -98.2% | +8.4% | -106.6% | -98.1% |
| All | -99.8% | -2.0% | -97.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling