+464.9%
BA vs URI
+7,950.8%
-7,485.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.3% |
| 7D | +5.9% | -4.3% | +10.2% | +7.1% |
| 30D | -8.2% | +4.6% | -12.8% | -9.5% |
| 3M | -25.4% | -2.1% | -23.2% | -25.3% |
| 6M | -20.0% | +21.9% | -41.9% | -24.9% |
| YTD | -18.5% | +39.7% | -58.2% | -27.2% |
| 1Y | -10.6% | +32.9% | -43.5% | -19.2% |
| 3Y | -9.3% | +155.8% | -165.1% | -32.9% |
| 5Y | -16.9% | +202.4% | -219.4% | -42.1% |
| 10Y | +37.9% | +1,517.7% | -1,479.9% | -36.3% |
| All | +464.9% | +7,950.8% | -7,485.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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