+563.0%
BAC vs URA
-31.1%
+594.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -0.4% | +7.4% | -7.8% | -3.2% |
| 3M | +16.9% | -8.4% | +25.3% | +18.9% |
| 6M | +26.6% | -12.7% | +39.3% | +29.4% |
| YTD | +15.8% | +7.8% | +8.0% | +8.0% |
| 1Y | +27.2% | +19.5% | +7.7% | +11.9% |
| 3Y | +132.4% | +116.4% | +16.0% | +52.7% |
| 5Y | +72.6% | +134.3% | -61.7% | +0.8% |
| 10Y | +389.7% | +359.3% | +30.5% | +86.1% |
| All | +563.0% | -31.1% | +594.1% | +451.1% |
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 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