+275.1%
BLK vs URA
+346.2%
-71.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.6% |
| 7D | -3.3% | -5.5% | +2.2% | -1.8% |
| 30D | -6.5% | -3.7% | -2.8% | -5.8% |
| 3M | +6.7% | -2.9% | +9.6% | +6.9% |
| 6M | +14.7% | -15.2% | +30.0% | +18.5% |
| YTD | +2.5% | +1.9% | +0.7% | -0.9% |
| 1Y | -2.8% | +6.9% | -9.7% | -8.7% |
| 3Y | +65.9% | +99.6% | -33.7% | +21.3% |
| 5Y | +33.0% | +101.2% | -68.2% | -7.7% |
| All | +275.1% | +346.2% | -71.1% | +71.6% |
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 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