+30.3%
BIL vs URI
+3,159.9%
-3,129.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | 0.0% |
| 7D | -0.3% | -12.9% | +12.7% | -0.3% |
| 30D | 0.0% | -3.4% | +3.4% | 0.0% |
| 3M | +0.3% | -10.0% | +10.3% | +0.3% |
| 6M | +1.2% | +12.2% | -11.0% | +1.2% |
| YTD | +2.4% | +29.8% | -27.3% | +2.4% |
| 1Y | +3.0% | +24.6% | -21.6% | +3.0% |
| 3Y | +13.1% | +137.6% | -124.5% | +13.2% |
| 5Y | +19.4% | +176.6% | -157.2% | +19.5% |
| 10Y | +25.2% | +1,402.6% | -1,377.4% | +25.4% |
| All | +30.3% | +3,159.9% | -3,129.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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