+97.3%
BAC vs URI
+161.0%
-63.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.6% | +0.6% |
| 7D | +2.0% | -4.0% | +6.0% | +2.9% |
| 30D | -6.9% | +6.8% | -13.7% | -8.6% |
| 3M | -19.6% | -2.8% | -16.8% | -19.3% |
| 6M | -0.5% | +20.9% | -21.3% | -6.4% |
| YTD | -6.6% | +40.2% | -46.9% | -17.7% |
| 1Y | -3.0% | +34.1% | -37.0% | -13.1% |
| 3Y | +97.3% | +164.1% | -66.8% | +31.8% |
| All | +97.3% | +161.0% | -63.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling