+674.4%
BN vs URA
-31.1%
+705.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.5% | +1.1% | -3.5% | -2.8% |
| 30D | -9.5% | +7.4% | -16.9% | -11.9% |
| 3M | -10.4% | -8.4% | -2.0% | -8.6% |
| 6M | -6.4% | -12.7% | +6.4% | -3.6% |
| YTD | -11.9% | +7.8% | -19.7% | -16.9% |
| 1Y | -8.6% | +19.5% | -28.1% | -18.2% |
| 3Y | +77.6% | +116.4% | -38.9% | +22.9% |
| 5Y | +37.0% | +134.3% | -97.2% | -12.1% |
| 10Y | +266.4% | +359.3% | -92.9% | +68.5% |
| All | +674.4% | -31.1% | +705.5% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling