+396.6%
BAC vs URI
+1,179.9%
-783.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | -0.4% | -12.9% | +12.6% | +5.4% |
| 3M | +16.9% | -6.7% | +23.6% | +19.1% |
| 6M | +26.6% | +19.0% | +7.6% | +13.5% |
| YTD | +15.8% | +25.5% | -9.7% | +0.1% |
| 1Y | +27.2% | +5.5% | +21.6% | +18.3% |
| 3Y | +132.4% | +111.3% | +21.1% | +49.0% |
| 5Y | +72.6% | +198.6% | -126.0% | -10.3% |
| All | +396.6% | +1,179.9% | -783.3% | +21.9% |
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