+263.2%
BAC vs URI
+1,374.0%
-1,110.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.2% | -9.8% | +8.6% | +3.1% |
| 30D | -7.7% | +1.7% | -9.4% | -8.6% |
| 3M | -21.2% | -9.1% | -12.1% | -18.5% |
| 6M | -6.8% | +9.9% | -16.7% | -12.3% |
| YTD | -8.7% | +31.2% | -39.9% | -23.1% |
| 1Y | -5.3% | +25.9% | -31.2% | -18.8% |
| 3Y | +87.4% | +147.4% | -59.9% | +10.7% |
| 5Y | +18.9% | +179.7% | -160.8% | -36.6% |
| All | +263.2% | +1,374.0% | -1,110.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling