-99.8%
BIYA vs VIG
+26.1%
-125.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -1.3% | -2.2% | +0.9% | +0.8% |
| 30D | -15.9% | -3.2% | -12.7% | -13.3% |
| 3M | -81.2% | +3.0% | -84.3% | -81.8% |
| 6M | -88.2% | +8.1% | -96.4% | -89.0% |
| YTD | -94.1% | +9.1% | -103.2% | -94.6% |
| 1Y | -98.7% | +12.6% | -111.2% | -98.8% |
| All | -99.8% | +26.1% | -125.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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