-31.3%
BROS vs BIYA
-99.8%
+68.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -6.6% | +2.7% | -9.3% | -6.6% |
| 30D | -12.3% | -16.7% | +4.3% | -12.4% |
| 3M | -22.2% | -74.6% | +52.4% | -22.6% |
| 6M | -14.3% | -85.4% | +71.1% | -13.6% |
| YTD | -26.6% | -94.2% | +67.6% | -25.7% |
| 1Y | -31.5% | -98.6% | +67.1% | -29.4% |
| All | -31.3% | -99.8% | +68.5% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling