-99.8%
BIYA vs VO
+27.9%
-127.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +2.7% | -0.6% | +3.3% | +3.0% |
| 30D | -16.7% | -1.9% | -14.7% | -15.9% |
| 3M | -74.6% | +3.3% | -77.9% | -75.1% |
| 6M | -85.4% | +9.7% | -95.1% | -86.3% |
| YTD | -94.2% | +12.6% | -106.8% | -94.8% |
| 1Y | -98.6% | +13.6% | -112.2% | -98.7% |
| All | -99.8% | +27.9% | -127.7% | -99.8% |
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