+30.9%
BLK vs URA
+121.8%
-91.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.1% |
| 7D | -5.2% | -1.5% | -3.6% | -4.8% |
| 30D | -7.0% | -0.4% | -6.7% | -7.2% |
| 3M | +5.7% | +6.3% | -0.6% | +3.4% |
| 6M | +11.0% | -14.0% | +25.0% | +13.9% |
| YTD | +0.9% | +5.3% | -4.4% | -2.9% |
| 1Y | -1.6% | +11.7% | -13.3% | -7.8% |
| 3Y | +64.5% | +109.8% | -45.3% | +22.1% |
| 5Y | +30.9% | +108.0% | -77.1% | -7.2% |
| All | +30.9% | +121.8% | -91.0% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling