-99.9%
BIYA vs FIVE
+236.3%
-336.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -22.3% | +17.4% | -39.7% | -25.6% |
| 3M | -54.8% | +7.0% | -61.9% | -55.8% |
| 6M | -86.5% | +20.5% | -106.9% | -87.4% |
| YTD | -96.8% | +33.1% | -130.0% | -97.3% |
| 1Y | -98.6% | +67.1% | -165.7% | -98.9% |
| All | -99.9% | +236.3% | -336.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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