+95.6%
BN vs URA
+36.0%
+59.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.1% |
| 7D | +5.3% | -4.1% | +9.5% | +6.5% |
| 30D | +11.9% | -19.0% | +30.9% | +18.3% |
| 3M | -5.7% | -25.1% | +19.4% | +1.5% |
| 6M | -10.6% | -44.5% | +33.9% | +4.4% |
| YTD | -9.4% | -24.3% | +15.0% | -5.4% |
| 1Y | -8.8% | -28.1% | +19.3% | -3.6% |
| 3Y | +95.6% | +40.7% | +55.0% | +61.0% |
| All | +95.6% | +36.0% | +59.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling