-43.3%
BRO vs BIYA
-99.8%
+56.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -8.6% | -1.3% | -7.3% | -8.6% |
| 30D | -6.9% | -15.9% | +9.0% | -6.9% |
| 3M | +10.5% | -81.2% | +91.7% | +10.0% |
| 6M | -2.8% | -88.2% | +85.5% | -2.1% |
| YTD | -16.1% | -94.1% | +78.0% | -15.6% |
| 1Y | -27.6% | -98.7% | +71.1% | -27.2% |
| All | -43.3% | -99.8% | +56.4% | -42.8% |
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