-1.5%
BAC vs URA
-32.2%
+30.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.0% | +4.1% |
| 7D | +1.5% | -10.5% | +12.1% | +2.7% |
| 30D | -4.4% | -18.6% | +14.2% | -2.5% |
| 3M | -17.5% | -23.0% | +5.5% | -15.6% |
| 6M | -0.1% | -40.3% | +40.2% | +4.4% |
| YTD | -4.6% | -23.5% | +18.9% | -5.1% |
| 1Y | -1.5% | -31.1% | +29.6% | -0.8% |
| All | -1.5% | -32.2% | +30.6% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling