+274.7%
BBY vs URA
+266.3%
+8.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +4.5% | -1.5% | +6.0% | +4.9% |
| 30D | +16.8% | -10.4% | +27.2% | +19.6% |
| 3M | +23.2% | -29.6% | +52.8% | +32.6% |
| 6M | +91.9% | -40.3% | +132.2% | +113.3% |
| YTD | +61.6% | -25.5% | +87.1% | +65.8% |
| 1Y | +43.9% | -26.4% | +70.3% | +47.5% |
| 3Y | +88.6% | +31.4% | +57.2% | +54.8% |
| 5Y | -3.1% | +28.6% | -31.7% | -23.2% |
| All | +274.7% | +266.3% | +8.5% | +60.9% |
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 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