+214.5%
BAC vs URI
+1,189.9%
-975.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.5% | +9.3% | -7.8% | -2.4% |
| 30D | -6.4% | +7.6% | -14.0% | -9.6% |
| 3M | -21.7% | +1.0% | -22.7% | -22.7% |
| 6M | +0.5% | +19.8% | -19.4% | -9.0% |
| YTD | -6.7% | +41.9% | -48.5% | -24.2% |
| 1Y | -4.7% | +33.4% | -38.0% | -20.4% |
| 3Y | +96.1% | +156.0% | -60.0% | +14.1% |
| 5Y | +21.7% | +209.5% | -187.8% | -38.2% |
| All | +214.5% | +1,189.9% | -975.4% | -31.1% |
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