+78.2%
VSH vs BIYA
-99.9%
+178.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +8.8% |
| 7D | +12.8% | +2.5% | +10.2% | +12.8% |
| 30D | -9.0% | -22.3% | +13.3% | -8.9% |
| 3M | -12.2% | -54.8% | +42.6% | -11.9% |
| 6M | -15.9% | -86.5% | +70.5% | -17.0% |
| YTD | +103.2% | -96.8% | +200.1% | +106.0% |
| 1Y | +108.4% | -98.6% | +207.1% | +117.4% |
| All | +78.2% | -99.9% | +178.1% | +97.8% |
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