-34.4%
BAX vs URA
+356.0%
-390.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | -5.5% | +7.4% | -12.8% | -6.6% |
| 3M | +33.5% | -8.4% | +41.9% | +34.6% |
| 6M | +35.9% | -12.7% | +48.6% | +37.5% |
| YTD | +35.4% | +7.8% | +27.6% | +32.1% |
| 1Y | +9.8% | +19.5% | -9.7% | +4.4% |
| 3Y | -32.7% | +116.4% | -149.2% | -43.5% |
| 5Y | -65.6% | +134.3% | -199.8% | -72.5% |
| All | -34.4% | +356.0% | -390.4% | -60.4% |
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