+21.3%
BAC vs URI
+194.6%
-173.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.9% |
| 7D | +2.1% | -6.0% | +8.0% | +4.0% |
| 30D | -6.7% | +4.6% | -11.3% | -8.3% |
| 3M | -20.2% | -2.7% | -17.5% | -20.0% |
| 6M | -0.2% | +18.4% | -18.6% | -7.4% |
| YTD | -6.4% | +37.4% | -43.7% | -19.8% |
| 1Y | -3.1% | +30.4% | -33.5% | -15.3% |
| 3Y | +96.7% | +147.9% | -51.2% | +24.0% |
| 5Y | +21.3% | +202.1% | -180.8% | -31.2% |
| All | +21.3% | +194.6% | -173.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling