-99.9%
BIYA vs FIVE
+240.3%
-340.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | -0.1% |
| 7D | -7.8% | +6.2% | -14.0% | -9.2% |
| 30D | -38.5% | +18.2% | -56.7% | -41.2% |
| 3M | -59.5% | +3.8% | -63.4% | -60.0% |
| 6M | -89.2% | +13.7% | -102.9% | -89.8% |
| YTD | -97.1% | +34.7% | -131.8% | -97.5% |
| 1Y | -99.0% | +66.6% | -165.7% | -99.2% |
| All | -99.9% | +240.3% | -340.2% | -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