+577.5%
BA vs URI
+7,134.6%
-6,557.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | +1.2% | -2.0% | +3.1% | +1.7% |
| 30D | -11.6% | -12.9% | +1.3% | -8.4% |
| 3M | -2.4% | -6.7% | +4.4% | -0.9% |
| 6M | -6.6% | +19.0% | -25.6% | -12.1% |
| YTD | -2.2% | +25.5% | -27.8% | -9.8% |
| 1Y | -8.0% | +5.5% | -13.6% | -11.3% |
| 3Y | -5.0% | +111.3% | -116.3% | -25.9% |
| 5Y | -2.7% | +198.6% | -201.3% | -31.7% |
| 10Y | +75.9% | +1,179.9% | -1,104.0% | -14.0% |
| All | +577.5% | +7,134.6% | -6,557.1% | +73.4% |
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