-99.9%
BIYA vs REPL
+94.2%
-194.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.7% |
| 7D | +10.0% | +9.8% | +0.2% | +10.9% |
| 30D | -17.7% | +81.5% | -99.2% | -13.3% |
| 3M | -55.0% | +44.2% | -99.2% | -53.5% |
| 6M | -85.1% | +437.4% | -522.5% | -82.5% |
| YTD | -96.9% | +126.1% | -223.0% | -96.2% |
| 1Y | -98.5% | +143.1% | -241.6% | -98.2% |
| All | -99.9% | +94.2% | -194.1% | -99.8% |
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