+26.6%
BA vs URA
+289.1%
-262.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +1.9% |
| 7D | 0.0% | +0.3% | -0.3% | -0.3% |
| 30D | -8.9% | -14.8% | +5.9% | -3.8% |
| 3M | -25.5% | -25.3% | -0.2% | -17.9% |
| 6M | -27.0% | -39.9% | +13.0% | -13.1% |
| YTD | -20.1% | -22.4% | +2.3% | -16.2% |
| 1Y | -11.0% | -29.0% | +18.0% | -3.8% |
| 3Y | -11.8% | +41.0% | -52.8% | -34.6% |
| 5Y | -20.6% | +38.3% | -59.0% | -43.5% |
| 10Y | +26.6% | +276.1% | -249.4% | -53.4% |
| All | +26.6% | +289.1% | -262.4% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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