-98.2%
BIYA vs USFR
+4.1%
-102.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -4.0% | +0.1% | -4.1% | -8.4% |
| 30D | -15.0% | +0.4% | -15.4% | -29.3% |
| 3M | -58.1% | +1.1% | -59.2% | -76.2% |
| 6M | -90.0% | +2.0% | -92.0% | -97.5% |
| YTD | -96.9% | +3.4% | -100.3% | -99.6% |
| 1Y | -98.2% | +4.1% | -102.3% | -99.3% |
| All | -98.2% | +4.1% | -102.3% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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