-99.9%
BIYA vs FDS
-20.0%
-79.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +9.0% | +1.5% | +7.5% | +8.4% |
| 30D | -12.9% | +14.8% | -27.8% | -18.0% |
| 3M | -54.7% | +16.3% | -71.0% | -58.3% |
| 6M | -85.1% | +66.2% | -151.3% | -87.3% |
| YTD | -96.9% | +16.2% | -113.1% | -97.1% |
| 1Y | -98.5% | +21.8% | -120.4% | -98.6% |
| All | -99.9% | -20.0% | -79.8% | -99.8% |
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