+10.2%
VG vs BIYA
-99.9%
+110.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +5.5% |
| 7D | +5.5% | +2.5% | +3.0% | +5.5% |
| 30D | -3.6% | -22.3% | +18.7% | -3.3% |
| 3M | -4.0% | -54.8% | +50.8% | -3.2% |
| 6M | +9.4% | -86.5% | +95.8% | +9.3% |
| YTD | +86.6% | -96.8% | +183.5% | +93.0% |
| 1Y | +69.5% | -98.6% | +168.1% | +79.1% |
| All | +10.2% | -99.9% | +110.1% | +16.0% |
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 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