-99.9%
BIYA vs VO
+30.6%
-130.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.0% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | -22.3% | +2.0% | -24.3% | -22.6% |
| 3M | -54.8% | -0.3% | -54.5% | -54.6% |
| 6M | -86.5% | +7.3% | -93.7% | -86.9% |
| YTD | -96.8% | +15.0% | -111.8% | -97.2% |
| 1Y | -98.6% | +14.7% | -113.3% | -98.8% |
| All | -99.9% | +30.6% | -130.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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