-98.7%
BIYA vs FLR
+30.6%
-129.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | -0.9% |
| 7D | -1.3% | -6.9% | +5.6% | -6.5% |
| 30D | -15.9% | +1.1% | -17.1% | -15.2% |
| 3M | -81.2% | +14.3% | -95.6% | -77.8% |
| 6M | -88.2% | +19.1% | -107.3% | -85.7% |
| YTD | -94.1% | +35.1% | -129.3% | -92.3% |
| 1Y | -98.7% | +29.5% | -128.1% | -98.5% |
| All | -98.7% | +30.6% | -129.3% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling