-99.8%
BIYA vs VICR
+243.0%
-342.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -15.9% | -15.6% | -0.4% | -16.9% |
| 3M | -81.2% | -35.4% | -45.9% | -81.1% |
| 6M | -88.2% | +1.3% | -89.5% | -88.1% |
| YTD | -94.1% | +62.5% | -156.6% | -94.3% |
| 1Y | -98.7% | +255.5% | -354.1% | -98.9% |
| All | -99.8% | +243.0% | -342.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling