-99.8%
BIYA vs USFR
+6.1%
-105.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -4.8% |
| 7D | -1.8% | +0.1% | -1.9% | -6.3% |
| 30D | -17.5% | +0.4% | -17.8% | -27.4% |
| 3M | -78.0% | +1.0% | -79.1% | -86.1% |
| 6M | -89.5% | +2.0% | -91.5% | -95.2% |
| YTD | -94.3% | +2.8% | -97.0% | -97.7% |
| 1Y | -98.6% | +4.1% | -102.7% | -99.4% |
| All | -99.8% | +6.1% | -105.9% | -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