-8.8%
BN vs URA
-31.4%
+22.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.9% |
| 7D | +5.3% | -4.1% | +9.5% | +6.2% |
| 30D | +11.9% | -19.0% | +30.9% | +17.1% |
| 3M | -5.7% | -25.1% | +19.4% | +0.1% |
| 6M | -10.6% | -44.5% | +33.9% | +1.7% |
| YTD | -9.4% | -24.3% | +15.0% | -7.5% |
| 1Y | -8.8% | -28.1% | +19.3% | -5.9% |
| All | -8.8% | -31.4% | +22.6% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling