-99.8%
BIYA vs URA
+98.7%
-198.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | +0.9% |
| 7D | +2.7% | +8.1% | -5.4% | +5.0% |
| 30D | -18.7% | +5.8% | -24.5% | -17.3% |
| 3M | -72.0% | +3.4% | -75.5% | -70.4% |
| 6M | -86.4% | -2.6% | -83.8% | -86.2% |
| YTD | -94.2% | +11.2% | -105.3% | -94.3% |
| 1Y | -98.4% | +19.8% | -118.3% | -98.6% |
| All | -99.8% | +98.7% | -198.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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