-99.9%
BIYA vs VLTO
+22.3%
-122.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.7% |
| 7D | -7.8% | +2.0% | -9.8% | -9.1% |
| 30D | -38.5% | +21.8% | -60.3% | -47.4% |
| 3M | -59.5% | +20.2% | -79.7% | -65.2% |
| 6M | -89.2% | +36.3% | -125.5% | -90.8% |
| YTD | -97.1% | +18.8% | -115.9% | -97.4% |
| 1Y | -99.0% | +20.4% | -119.4% | -99.1% |
| All | -99.9% | +22.3% | -122.1% | -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