+93.2%
VSH vs BIYA
-99.8%
+193.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +3.5% | +2.7% | +0.8% | +3.5% |
| 30D | -4.4% | -16.7% | +12.3% | -4.3% |
| 3M | -45.8% | -74.6% | +28.8% | -45.7% |
| 6M | +90.1% | -85.4% | +175.5% | +87.6% |
| YTD | +120.3% | -94.2% | +214.5% | +122.8% |
| 1Y | +112.2% | -98.6% | +210.8% | +128.6% |
| All | +93.2% | -99.8% | +193.0% | +113.9% |
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