+44.5%
USAR vs BIYA
-99.8%
+144.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.0% |
| 7D | -9.3% | -1.3% | -8.0% | -9.3% |
| 30D | -15.2% | -15.9% | +0.7% | -15.1% |
| 3M | -21.1% | -81.2% | +60.1% | -22.1% |
| 6M | -21.6% | -88.2% | +66.7% | -21.7% |
| YTD | +34.8% | -94.1% | +128.9% | +34.6% |
| 1Y | +15.6% | -98.7% | +114.3% | +17.7% |
| All | +44.5% | -99.8% | +144.3% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling