+8.5%
BN vs BIYA
-99.8%
+108.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -3.0% | +2.7% | -5.7% | -3.0% |
| 30D | -13.0% | -16.7% | +3.7% | -12.9% |
| 3M | -15.2% | -74.6% | +59.4% | -15.3% |
| 6M | -5.9% | -85.4% | +79.5% | -6.1% |
| YTD | -15.8% | -94.2% | +78.4% | -14.7% |
| 1Y | -12.2% | -98.6% | +86.4% | -8.0% |
| All | +8.5% | -99.8% | +108.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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