+33.9%
VUG vs BIYA
-99.9%
+133.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +9.0% | -6.5% | +2.5% |
| 30D | -6.3% | -12.9% | +6.7% | -6.3% |
| 3M | -6.0% | -54.7% | +48.6% | -6.1% |
| 6M | -3.5% | -85.1% | +81.5% | -3.8% |
| YTD | +3.9% | -96.9% | +100.8% | +4.5% |
| 1Y | +5.1% | -98.5% | +103.6% | +6.3% |
| All | +33.9% | -99.9% | +133.8% | +38.1% |
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