+1,616.9%
BE vs URA
+36.0%
+1,581.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | -0.9% |
| 7D | -14.7% | -4.1% | -10.6% | -10.5% |
| 30D | -40.5% | -19.0% | -21.5% | -25.7% |
| 3M | -24.3% | -25.1% | +0.8% | +1.2% |
| 6M | -39.3% | -44.5% | +5.2% | +9.1% |
| YTD | +99.4% | -24.3% | +123.7% | +171.7% |
| 1Y | +26.6% | -28.1% | +54.7% | +85.8% |
| 3Y | +1,616.9% | +40.7% | +1,576.3% | +1,514.6% |
| All | +1,616.9% | +36.0% | +1,581.0% | +1,514.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling