+24.0%
BAX vs URA
-51.6%
+75.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -0.2% |
| 7D | +12.1% | -4.1% | +16.3% | +12.9% |
| 30D | +7.6% | -19.0% | +26.6% | +11.3% |
| 3M | -4.5% | -25.1% | +20.7% | -0.1% |
| 6M | +52.0% | -44.5% | +96.5% | +66.3% |
| YTD | +35.1% | -24.3% | +59.5% | +39.2% |
| 1Y | +43.7% | -28.1% | +71.8% | +48.8% |
| 3Y | -20.9% | +40.7% | -61.6% | -29.9% |
| 5Y | -63.5% | +35.5% | -99.0% | -68.4% |
| 10Y | -36.0% | +281.2% | -317.1% | -58.8% |
| All | +24.0% | -51.6% | +75.7% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling