+23.7%
BTDR vs BIYA
-99.8%
+123.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.7% | +3.9% |
| 7D | +20.0% | +1.3% | +18.6% | +20.0% |
| 30D | +11.9% | -21.0% | +32.9% | +11.6% |
| 3M | -36.9% | -74.3% | +37.4% | -37.3% |
| 6M | +56.5% | -84.6% | +141.1% | +53.6% |
| YTD | +10.4% | -94.2% | +104.6% | +15.3% |
| 1Y | +3.1% | -98.2% | +101.3% | +18.4% |
| All | +23.7% | -99.8% | +123.4% | +50.8% |
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