-48.5%
BROS vs BIYA
-99.9%
+51.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.7% |
| 7D | -2.5% | +10.0% | -12.5% | -2.5% |
| 30D | -11.2% | -17.7% | +6.4% | -11.3% |
| 3M | -33.9% | -55.0% | +21.1% | -34.0% |
| 6M | -33.5% | -85.1% | +51.7% | -33.6% |
| YTD | -44.9% | -96.9% | +51.9% | -44.3% |
| 1Y | -41.5% | -98.5% | +57.0% | -40.9% |
| All | -48.5% | -99.9% | +51.4% | -45.7% |
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