+21.3%
BN vs BIYA
-99.9%
+121.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.5% | +3.8% |
| 7D | +3.6% | -7.8% | +11.4% | +3.7% |
| 30D | +15.9% | -38.5% | +54.4% | +16.2% |
| 3M | -2.3% | -59.5% | +57.2% | -1.9% |
| 6M | -8.4% | -89.2% | +80.8% | -8.3% |
| YTD | -5.9% | -97.1% | +91.2% | -4.4% |
| 1Y | -5.6% | -99.0% | +93.4% | -1.8% |
| All | +21.3% | -99.9% | +121.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling