-99.8%
BIYA vs FIVE
+238.3%
-338.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -3.4% |
| 7D | +1.3% | +4.3% | -2.9% | -0.1% |
| 30D | -21.0% | +12.5% | -33.5% | -24.4% |
| 3M | -74.3% | +31.2% | -105.6% | -76.7% |
| 6M | -84.6% | +14.4% | -99.0% | -86.0% |
| YTD | -94.2% | +33.9% | -128.1% | -95.0% |
| 1Y | -98.2% | +65.1% | -163.3% | -98.6% |
| All | -99.8% | +238.3% | -338.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling