+31.8%
BA vs URA
+278.3%
-246.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.1% |
| 7D | +1.1% | -4.1% | +5.2% | +2.6% |
| 30D | -7.9% | -19.0% | +11.1% | -0.8% |
| 3M | -25.3% | -25.1% | -0.2% | -17.6% |
| 6M | -24.6% | -44.5% | +19.9% | -7.4% |
| YTD | -20.1% | -24.3% | +4.2% | -15.3% |
| 1Y | -11.8% | -28.1% | +16.4% | -5.0% |
| 3Y | -10.1% | +40.7% | -50.8% | -33.3% |
| 5Y | -22.7% | +35.5% | -58.2% | -44.7% |
| All | +31.8% | +278.3% | -246.5% | -50.7% |
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