+96.6%
BAC vs URA
+43.1%
+53.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -1.9% | +2.9% | -4.7% | -2.3% |
| 30D | -7.2% | -10.8% | +3.7% | -5.8% |
| 3M | -20.4% | -25.5% | +5.1% | -17.6% |
| 6M | +1.3% | -41.2% | +42.5% | +7.8% |
| YTD | -6.4% | -21.3% | +14.9% | -5.5% |
| 1Y | -3.5% | -25.7% | +22.2% | -1.9% |
| All | +96.6% | +43.1% | +53.5% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling