-99.9%
BIYA vs VLTO
+22.4%
-122.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | -4.1% | +1.6% | -5.7% | -5.2% |
| 30D | -35.5% | +22.0% | -57.5% | -44.9% |
| 3M | -56.3% | +21.9% | -78.2% | -63.0% |
| 6M | -88.7% | +36.5% | -125.2% | -90.3% |
| YTD | -97.0% | +19.0% | -115.9% | -97.3% |
| 1Y | -98.7% | +21.0% | -119.7% | -98.9% |
| All | -99.9% | +22.4% | -122.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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