+210.9%
BA vs URA
-51.1%
+262.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | +5.9% | -10.5% | +16.4% | +10.0% |
| 30D | -8.2% | -18.6% | +10.5% | -1.8% |
| 3M | -25.4% | -23.0% | -2.3% | -19.1% |
| 6M | -20.0% | -40.3% | +20.3% | -5.9% |
| YTD | -18.5% | -23.5% | +5.0% | -13.9% |
| 1Y | -10.6% | -31.1% | +20.5% | -2.5% |
| 3Y | -9.3% | +38.3% | -47.6% | -28.5% |
| 5Y | -16.9% | +34.6% | -51.5% | -36.5% |
| 10Y | +37.9% | +285.4% | -247.5% | -34.7% |
| All | +210.9% | -51.1% | +262.0% | +137.1% |
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