+272.9%
BA vs URA
-31.1%
+304.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | -11.6% | +7.4% | -19.0% | -14.1% |
| 3M | -2.4% | -8.4% | +6.0% | -0.1% |
| 6M | -6.6% | -12.7% | +6.1% | -3.6% |
| YTD | -2.2% | +7.8% | -10.0% | -7.8% |
| 1Y | -8.0% | +19.5% | -27.5% | -18.2% |
| 3Y | -5.0% | +116.4% | -121.4% | -36.2% |
| 5Y | -2.7% | +134.3% | -137.0% | -40.0% |
| 10Y | +75.9% | +359.3% | -283.4% | -22.0% |
| All | +272.9% | -31.1% | +304.0% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling