-99.8%
BIYA vs NTR
+60.9%
-160.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | +2.7% | +3.8% | -1.1% | +0.7% |
| 30D | -18.7% | +25.2% | -43.9% | -28.4% |
| 3M | -72.0% | +21.0% | -93.0% | -75.3% |
| 6M | -86.4% | +7.6% | -94.0% | -87.6% |
| YTD | -94.2% | +32.9% | -127.0% | -95.0% |
| 1Y | -98.4% | +43.1% | -141.5% | -98.7% |
| All | -99.8% | +60.9% | -160.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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