-0.9%
BA vs URA
+128.0%
-128.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | -11.6% | +7.4% | -19.0% | -13.8% |
| 3M | -2.4% | -8.4% | +6.0% | -0.5% |
| 6M | -6.6% | -12.7% | +6.1% | -4.1% |
| YTD | -2.2% | +7.8% | -10.0% | -7.0% |
| 1Y | -8.0% | +19.5% | -27.5% | -17.0% |
| 3Y | -5.0% | +116.4% | -121.4% | -34.1% |
| All | -0.9% | +128.0% | -128.9% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling