-33.2%
BROS vs BIYA
-98.7%
+65.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.4% |
| 7D | -6.1% | -1.3% | -4.8% | -6.1% |
| 30D | -12.4% | -15.9% | +3.6% | -12.5% |
| 3M | -27.9% | -81.2% | +53.3% | -29.2% |
| 6M | -16.8% | -88.2% | +71.4% | -16.4% |
| YTD | -29.0% | -94.1% | +65.1% | -29.0% |
| 1Y | -33.2% | -98.7% | +65.5% | -38.3% |
| All | -33.2% | -98.7% | +65.5% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling