+23.3%
BA vs URA
+266.3%
-242.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | -1.1% | -1.5% | +0.5% | -0.7% |
| 30D | -7.1% | -10.4% | +3.3% | -3.8% |
| 3M | -25.5% | -29.6% | +4.1% | -16.0% |
| 6M | -28.7% | -40.3% | +11.6% | -14.9% |
| YTD | -21.0% | -25.5% | +4.5% | -15.9% |
| 1Y | -11.9% | -26.4% | +14.6% | -6.1% |
| 3Y | -16.2% | +31.4% | -47.6% | -36.0% |
| 5Y | -22.4% | +28.6% | -51.0% | -43.0% |
| All | +23.3% | +266.3% | -242.9% | -54.4% |
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