-99.8%
BIYA vs VICR
+272.4%
-372.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | +0.2% |
| 7D | +2.7% | +9.8% | -7.1% | +3.6% |
| 30D | -18.7% | -12.6% | -6.1% | -19.5% |
| 3M | -72.0% | -29.7% | -42.3% | -71.6% |
| 6M | -86.4% | +18.8% | -105.2% | -86.1% |
| YTD | -94.2% | +76.4% | -170.5% | -94.3% |
| 1Y | -98.4% | +282.4% | -380.8% | -98.7% |
| All | -99.8% | +272.4% | -372.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling