+48.0%
BAX vs URA
-32.2%
+80.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.0% | +4.1% |
| 7D | +4.1% | -10.5% | +14.6% | +5.4% |
| 30D | +9.4% | -18.6% | +28.1% | +11.9% |
| 3M | -6.5% | -23.0% | +16.6% | -4.0% |
| 6M | +59.6% | -40.3% | +99.9% | +68.1% |
| YTD | +38.9% | -23.5% | +62.3% | +44.8% |
| 1Y | +48.0% | -31.1% | +79.1% | +53.8% |
| All | +48.0% | -32.2% | +80.2% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling