-99.8%
BIYA vs VICR
+281.3%
-381.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.2% | -13.4% | -1.3% |
| 7D | -1.8% | +5.0% | -6.7% | -1.3% |
| 30D | -17.5% | -12.5% | -5.0% | -18.2% |
| 3M | -78.0% | -33.6% | -44.4% | -77.7% |
| 6M | -89.5% | +10.7% | -100.1% | -89.2% |
| YTD | -94.3% | +80.6% | -174.8% | -94.4% |
| 1Y | -98.6% | +288.4% | -387.0% | -98.8% |
| All | -99.8% | +281.3% | -381.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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