+236.2%
BBY vs URA
+361.2%
-125.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.0% | +1.0% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | +5.8% | -0.4% | +6.2% | +5.6% |
| 3M | +18.0% | +6.3% | +11.8% | +15.5% |
| 6M | +39.8% | -14.0% | +53.8% | +42.5% |
| YTD | +35.4% | +5.3% | +30.1% | +28.8% |
| 1Y | +21.4% | +11.7% | +9.7% | +12.2% |
| 3Y | +39.5% | +109.8% | -70.3% | +1.9% |
| 5Y | -0.5% | +108.0% | -108.4% | -30.9% |
| All | +236.2% | +361.2% | -125.0% | +43.2% |
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