-99.9%
BIYA vs FDS
-21.7%
-78.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -4.1% | -2.0% | -2.1% | -3.4% |
| 30D | -35.5% | +13.5% | -49.0% | -39.0% |
| 3M | -56.3% | +15.2% | -71.5% | -59.7% |
| 6M | -88.7% | +47.0% | -135.7% | -90.1% |
| YTD | -97.0% | +13.9% | -110.8% | -97.2% |
| 1Y | -98.7% | +25.2% | -123.9% | -98.8% |
| All | -99.9% | -21.7% | -78.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling