+3.1%
BB vs URA
+371.9%
-368.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.9% |
| 7D | +0.5% | +8.1% | -7.6% | -2.9% |
| 30D | -12.4% | +5.8% | -18.1% | -14.6% |
| 3M | -15.3% | +3.4% | -18.7% | -16.8% |
| 6M | +128.8% | -2.6% | +131.4% | +127.9% |
| YTD | +107.7% | +11.2% | +96.5% | +90.9% |
| 1Y | +103.9% | +19.8% | +84.1% | +76.9% |
| 3Y | +72.6% | +121.5% | -48.9% | +5.7% |
| 5Y | -24.3% | +134.5% | -158.7% | -56.5% |
| 10Y | +3.1% | +376.7% | -373.5% | -56.6% |
| All | +3.1% | +371.9% | -368.8% | -56.6% |
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