-17.0%
VFC vs BIYA
-99.8%
+82.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.8% | +2.7% | -1.9% | +0.8% |
| 30D | -11.9% | -18.7% | +6.8% | -11.8% |
| 3M | -20.2% | -72.0% | +51.9% | -19.9% |
| 6M | -23.0% | -86.4% | +63.4% | -23.0% |
| YTD | -26.2% | -94.2% | +67.9% | -25.1% |
| 1Y | -13.3% | -98.4% | +85.1% | -6.1% |
| All | -17.0% | -99.8% | +82.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling