-98.5%
BIYA vs USFR
+4.1%
-102.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -1.3% |
| 7D | +9.0% | +0.1% | +8.9% | +4.9% |
| 30D | -12.9% | +0.4% | -13.3% | -31.7% |
| 3M | -54.7% | +1.1% | -55.7% | -79.4% |
| 6M | -85.1% | +2.0% | -87.1% | -98.0% |
| YTD | -96.9% | +3.5% | -100.3% | -99.9% |
| 1Y | -98.5% | +4.1% | -102.6% | -100.0% |
| All | -98.5% | +4.1% | -102.6% | -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 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