-99.9%
BIYA vs URA
+33.2%
-133.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.5% |
| 7D | +9.0% | -1.5% | +10.6% | +8.6% |
| 30D | -12.9% | -10.4% | -2.5% | -15.7% |
| 3M | -54.7% | -29.6% | -25.0% | -59.2% |
| 6M | -85.1% | -40.3% | -44.8% | -86.3% |
| YTD | -96.9% | -25.5% | -71.4% | -97.3% |
| 1Y | -98.5% | -26.4% | -72.1% | -98.7% |
| All | -99.9% | +33.2% | -133.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling