-99.9%
BIYA vs USFR
+6.8%
-106.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.6% |
| 7D | +9.0% | +0.1% | +8.9% | +7.0% |
| 30D | -12.9% | +0.4% | -13.3% | -22.5% |
| 3M | -54.7% | +1.1% | -55.7% | -68.2% |
| 6M | -85.1% | +2.0% | -87.1% | -93.2% |
| YTD | -96.9% | +3.5% | -100.3% | -99.0% |
| 1Y | -98.5% | +4.1% | -102.6% | -99.5% |
| All | -99.9% | +6.8% | -106.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling