-99.9%
BIYA vs REPL
+96.6%
-196.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.6% |
| 7D | -7.8% | +14.2% | -22.0% | -6.8% |
| 30D | -38.5% | +65.9% | -104.4% | -35.8% |
| 3M | -59.5% | +84.6% | -144.1% | -57.2% |
| 6M | -89.2% | +446.9% | -536.1% | -87.3% |
| YTD | -97.1% | +129.0% | -226.1% | -96.4% |
| 1Y | -99.0% | +167.9% | -266.9% | -98.8% |
| All | -99.9% | +96.6% | -196.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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