+668.0%
BE vs URA
+220.8%
+447.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -3.4% |
| 7D | +10.8% | -1.5% | +12.4% | +13.1% |
| 30D | -19.8% | -10.4% | -9.4% | -9.4% |
| 3M | -18.7% | -29.6% | +10.9% | +14.9% |
| 6M | -33.7% | -40.3% | +6.5% | +11.3% |
| YTD | +121.0% | -25.5% | +146.4% | +204.5% |
| 1Y | +85.4% | -26.4% | +111.8% | +164.9% |
| 3Y | +1,709.5% | +31.4% | +1,678.1% | +1,416.3% |
| 5Y | +462.2% | +28.6% | +433.6% | +368.7% |
| All | +668.0% | +220.8% | +447.2% | +39.8% |
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