-83.7%
FIG vs BIYA
-99.4%
+15.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | -13.1% | -10.5% | -2.6% | -13.0% |
| 30D | -13.0% | -51.7% | +38.7% | -12.3% |
| 3M | -21.5% | -60.8% | +39.3% | -20.8% |
| 6M | -2.5% | -90.6% | +88.1% | -3.0% |
| YTD | -49.7% | -97.1% | +47.5% | -49.9% |
| 1Y | -59.1% | -99.1% | +40.0% | -56.3% |
| All | -83.7% | -99.4% | +15.7% | -83.2% |
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