+426.3%
BAC vs URA
-53.7%
+480.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.6% | -1.8% |
| 7D | -2.7% | -13.3% | +10.6% | +2.0% |
| 30D | -8.0% | -25.9% | +17.9% | +1.5% |
| 3M | -20.9% | -27.8% | +6.8% | -12.5% |
| 6M | -5.4% | -42.8% | +37.5% | +11.9% |
| YTD | -8.1% | -27.5% | +19.4% | -2.4% |
| 1Y | -3.1% | -35.1% | +32.0% | +6.4% |
| 3Y | +88.1% | +31.1% | +57.1% | +47.5% |
| 5Y | +19.7% | +29.8% | -10.0% | -11.0% |
| 10Y | +275.9% | +265.1% | +10.7% | +49.9% |
| All | +426.3% | -53.7% | +480.0% | +398.0% |
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