+4.4%
VG vs BIYA
-99.9%
+104.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.6% |
| 7D | -7.7% | -4.1% | -3.6% | -7.6% |
| 30D | -8.8% | -35.5% | +26.7% | -8.4% |
| 3M | -15.6% | -56.3% | +40.7% | -14.9% |
| 6M | +5.2% | -88.7% | +93.9% | +5.8% |
| YTD | +76.9% | -97.0% | +173.9% | +83.0% |
| 1Y | +42.5% | -98.7% | +141.2% | +50.8% |
| All | +4.4% | -99.9% | +104.3% | +10.0% |
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