+24.2%
BAX vs URA
-31.1%
+55.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | +33.5% | -8.4% | +41.9% | +34.8% |
| 6M | +35.9% | -12.7% | +48.6% | +37.8% |
| YTD | +35.4% | +7.8% | +27.6% | +31.6% |
| 1Y | +9.8% | +19.5% | -9.7% | +3.7% |
| 3Y | -32.7% | +116.4% | -149.2% | -44.6% |
| 5Y | -65.6% | +134.3% | -199.8% | -73.2% |
| 10Y | -34.9% | +359.3% | -394.2% | -59.0% |
| All | +24.2% | -31.1% | +55.3% | +8.9% |
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