-99.8%
BIYA vs FDS
-30.5%
-69.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +2.3% |
| 7D | +2.7% | -5.4% | +8.1% | +5.7% |
| 30D | -18.7% | +1.6% | -20.3% | -19.7% |
| 3M | -72.0% | +17.7% | -89.8% | -72.6% |
| 6M | -86.4% | +29.1% | -115.4% | -87.1% |
| YTD | -94.2% | +1.0% | -95.1% | -94.2% |
| 1Y | -98.4% | -21.6% | -76.8% | -98.0% |
| All | -99.8% | -30.5% | -69.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling