-99.8%
BIYA vs NTRS
+96.9%
-196.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -15.9% | +0.2% | -16.1% | -16.0% |
| 3M | -81.2% | +13.2% | -94.4% | -83.0% |
| 6M | -88.2% | +36.9% | -125.2% | -90.2% |
| YTD | -94.1% | +39.1% | -133.2% | -95.2% |
| 1Y | -98.7% | +50.4% | -149.1% | -98.9% |
| All | -99.8% | +96.9% | -196.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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