-98.5%
BIYA vs URA
-29.1%
-69.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -2.6% |
| 7D | +10.0% | +4.5% | +5.5% | +12.5% |
| 30D | -17.7% | -13.4% | -4.3% | -23.8% |
| 3M | -55.0% | -28.4% | -26.6% | -62.4% |
| 6M | -85.1% | -40.5% | -44.7% | -87.5% |
| YTD | -96.9% | -24.3% | -72.6% | -97.8% |
| 1Y | -98.5% | -28.8% | -69.7% | -98.9% |
| All | -98.5% | -29.1% | -69.4% | -98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling