+38.7%
BND vs URA
-31.1%
+69.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.1% | +1.1% | -1.2% | -0.2% |
| 30D | -0.4% | +7.4% | -7.7% | -0.4% |
| 3M | -0.6% | -8.4% | +7.8% | -0.6% |
| 6M | -1.4% | -12.7% | +11.3% | -1.4% |
| YTD | -0.2% | +7.8% | -8.0% | -0.2% |
| 1Y | +1.3% | +19.5% | -18.2% | +1.3% |
| 3Y | +13.2% | +116.4% | -103.3% | +13.2% |
| 5Y | -1.6% | +134.3% | -135.8% | -1.4% |
| 10Y | +15.5% | +359.3% | -343.8% | +16.4% |
| All | +38.7% | -31.1% | +69.8% | +35.8% |
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