+911.5%
BE vs URA
+364.0%
+547.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.6% |
| 7D | +20.0% | +1.1% | +18.9% | +18.8% |
| 30D | +7.9% | +7.4% | +0.5% | +0.5% |
| 3M | -13.2% | -8.4% | -4.8% | -4.3% |
| 6M | +53.5% | -12.7% | +66.2% | +75.1% |
| YTD | +191.0% | +7.8% | +183.2% | +178.6% |
| 1Y | +360.5% | +19.5% | +341.1% | +314.8% |
| 3Y | +1,568.0% | +116.4% | +1,451.6% | +760.3% |
| 5Y | +1,055.2% | +134.3% | +920.9% | +419.2% |
| All | +911.5% | +364.0% | +547.4% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling