-99.9%
BIYA vs VT
+36.5%
-136.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +1.8% |
| 7D | -7.8% | +0.4% | -8.2% | -7.7% |
| 30D | -38.5% | -2.6% | -35.9% | -38.9% |
| 3M | -59.5% | -3.2% | -56.3% | -59.9% |
| 6M | -89.2% | +0.9% | -90.1% | -89.0% |
| YTD | -97.1% | +11.3% | -108.4% | -97.2% |
| 1Y | -99.0% | +14.0% | -113.0% | -99.1% |
| All | -99.9% | +36.5% | -136.4% | -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