+38.0%
BND vs URA
-49.7%
+87.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.6% | +2.9% | -3.4% | -0.6% |
| 30D | +1.6% | -10.8% | +12.4% | +1.6% |
| 3M | -0.5% | -25.5% | +25.0% | -0.4% |
| 6M | -1.1% | -41.2% | +40.2% | -1.0% |
| YTD | -0.7% | -21.3% | +20.6% | -0.6% |
| 1Y | -0.7% | -25.7% | +25.1% | -0.6% |
| 3Y | +14.4% | +43.1% | -28.6% | +14.6% |
| 5Y | -1.1% | +35.6% | -36.6% | -1.0% |
| 10Y | +17.9% | +281.3% | -263.4% | +19.2% |
| All | +38.0% | -49.7% | +87.7% | +35.2% |
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 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