+422.7%
BAC vs URA
-51.6%
+474.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.2% |
| 7D | -1.2% | -4.1% | +2.9% | +0.2% |
| 30D | -7.7% | -19.0% | +11.3% | -1.1% |
| 3M | -21.2% | -25.1% | +4.0% | -13.9% |
| 6M | -6.8% | -44.5% | +37.6% | +11.4% |
| YTD | -8.7% | -24.3% | +15.6% | -4.5% |
| 1Y | -5.3% | -28.1% | +22.8% | +0.4% |
| 3Y | +87.4% | +40.7% | +46.8% | +43.1% |
| 5Y | +18.9% | +35.5% | -16.5% | -12.9% |
| 10Y | +273.3% | +281.2% | -7.9% | +46.7% |
| All | +422.7% | -51.6% | +474.3% | +387.2% |
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