-99.8%
BIYA vs USFR
+6.0%
-105.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | +0.1% | +2.7% | +0.6% |
| 30D | -16.7% | +0.3% | -16.9% | -24.8% |
| 3M | -74.6% | +1.0% | -75.6% | -83.7% |
| 6M | -85.4% | +1.9% | -87.3% | -93.2% |
| YTD | -94.2% | +2.7% | -96.8% | -97.6% |
| 1Y | -98.6% | +4.0% | -102.6% | -99.3% |
| All | -99.8% | +6.0% | -105.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling