-99.9%
BIYA vs VT
+37.4%
-137.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +3.6% |
| 7D | +2.5% | -0.7% | +3.2% | +2.3% |
| 30D | -22.3% | -1.7% | -20.5% | -22.7% |
| 3M | -54.8% | -2.3% | -52.5% | -55.1% |
| 6M | -86.5% | +1.5% | -88.0% | -86.3% |
| YTD | -96.8% | +12.0% | -108.9% | -97.0% |
| 1Y | -98.6% | +12.9% | -111.5% | -98.7% |
| All | -99.9% | +37.4% | -137.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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