+183.9%
BAH vs URA
+371.9%
-188.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.3% |
| 7D | -4.3% | +8.1% | -12.4% | -5.1% |
| 30D | -4.5% | +5.8% | -10.2% | -5.1% |
| 3M | -7.6% | +3.4% | -11.0% | -8.2% |
| 6M | -10.6% | -2.6% | -8.0% | -11.1% |
| YTD | -12.6% | +11.2% | -23.7% | -14.8% |
| 1Y | -27.0% | +19.8% | -46.8% | -30.0% |
| 3Y | -31.5% | +121.5% | -152.9% | -41.2% |
| 5Y | -3.8% | +134.5% | -138.3% | -20.9% |
| 10Y | +183.9% | +376.7% | -192.7% | +98.0% |
| All | +183.9% | +371.9% | -188.0% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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