+44.8%
VEA vs BIYA
-99.8%
+144.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.1% |
| 7D | -1.5% | -1.8% | +0.3% | -1.5% |
| 30D | -0.8% | -17.5% | +16.6% | -0.9% |
| 3M | +2.5% | -78.0% | +80.5% | +2.2% |
| 6M | +11.1% | -89.5% | +100.6% | +11.7% |
| YTD | +17.2% | -94.3% | +111.4% | +18.0% |
| 1Y | +24.5% | -98.6% | +123.1% | +27.3% |
| All | +44.8% | -99.8% | +144.6% | +48.7% |
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 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