-29.9%
BROS vs BIYA
-99.8%
+69.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +2.7% | -3.7% | -0.9% |
| 30D | -13.5% | -18.7% | +5.3% | -13.5% |
| 3M | -18.4% | -72.0% | +53.6% | -18.8% |
| 6M | -10.6% | -86.4% | +75.8% | -9.9% |
| YTD | -25.1% | -94.2% | +69.1% | -24.1% |
| 1Y | -28.6% | -98.4% | +69.8% | -26.7% |
| All | -29.9% | -99.8% | +69.9% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling