-28.8%
BROS vs BIYA
-99.8%
+71.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.7% |
| 7D | -6.7% | +1.3% | -8.0% | -6.7% |
| 30D | -29.1% | -21.0% | -8.1% | -29.1% |
| 3M | -16.7% | -74.3% | +57.6% | -17.1% |
| 6M | -11.6% | -84.6% | +73.0% | -11.0% |
| YTD | -23.9% | -94.2% | +70.2% | -23.0% |
| 1Y | -34.8% | -98.2% | +63.4% | -33.3% |
| All | -28.8% | -99.8% | +71.0% | -24.9% |
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